Price variation and volume dynamics of securitized timberlands
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- Piao, Xiaorui & Mei, Bin & Xue, Yuan, 2016. "Comparing the financial performance of timber REITs and other REITs," Forest Policy and Economics, Elsevier, vol. 72(C), pages 115-121.
More about this item
KeywordsConditional variance; Dependence; Extreme value; Threshold; Mixture of distribution;
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