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Applying VaR to REITs : a comparison of alternative methods
Lu, Chiuling; Wu, Sheng-ching; Ho, Lan-chih - In: Review of financial economics : RFE 18 (2009) 2, pp. 97-102
Persistent link: https://www.econbiz.de/10003901002
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Returns transmission, value at risk, and diversification benefits in international REITs : evidence from the financial crisis
Lu, Chiuling; Tse, Yiuman; Williams, Michael - In: Review of quantitative finance and accounting 40 (2013) 2, pp. 293-318
Persistent link: https://www.econbiz.de/10009708114