Volatility Decomposition and Correlation in International Securitized Real Estate Markets
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Bibliographic InfoArticle provided by Springer in its journal The Journal of Real Estate Finance and Economics.
Volume (Year): 40 (2010)
Issue (Month): 2 (February)
Contact details of provider:
Web page: http://www.springerlink.com/link.asp?id=102945
Permanent volatility; Transitory volatility; Component-GARCH model; Correlation; Securitized real estate markets;
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