Conditional heteroscedasticity and real estate in diversified portfolios: an application of the QTARCH methodology

✍ Scribed by Hamelink, Foort; Hoesli, Martin

• Book ID: 126902512
• Publisher: Taylor and Francis Group
• Year: 1996
• Tongue: English
• Weight: 315 KB
• Volume: 13
• Category: Article
• ISSN: 0959-9916
• DOI: 10.1080/095999196368853