Dynamic Correlations Among Asset Classes: REIT and Stock Returns
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Bibliographic InfoArticle provided by Springer in its journal The Journal of Real Estate Finance and Economics.
Volume (Year): 44 (2012)
Issue (Month): 3 (April)
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Web page: http://www.springerlink.com/link.asp?id=102945
DCC-GARCH; REITs; Correlation; Volatility; Portfolio optimization; Asset allocation;
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- Bruno Milani & Paulo Sergio Ceretta, 2013. "Do Brazilian REITs depend on Real Estate sector companies or Overall Market?," Economics Bulletin, AccessEcon, vol. 33(4), pages 2948-2957.
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