Publisher
Springer Science and Business Media LLC
Subject
Urban Studies,Economics and Econometrics,Finance,Accounting
Reference35 articles.
1. Alexakis, P., & Apergis, N. (1996). ARCH effects and cointegration: is the foreign exchange market efficient. Journal of Banking and Finance, 20, 687–697.
2. Bond, S. A., & Hwang, S. (2003). A measure of fundamental volatility in the commercial property market. Real Estate Economics, 31(4), 577–600.
3. Chan, K. C., Gup, B. E., & Pan, M. S. (1992). An empirical analysis of stock prices in major Asian markets and the stock markets. Financial Review, 31, 343–363.
4. Cotter, J., & Stevenson, S. (2006). Multivariate modeling of daily REIT volatility. Journal of Real Estate Finance and Economic, 32, 305–325.
5. Dhar, R., & Goetzmann, W. N. (2006). Institutional perspectives on real estate investing. Journal of Real Estate Portfolio Management, 32, 110–116.
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献