✦ LIBER ✦

Dynamic Correlations Among Asset Classes: REIT and Stock Returns

✍ Scribed by Bradford Case; Yawei Yang; Yildiray Yildirim

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Returns synchronization and daily correl

✍ Martin Martens; Ser-Huang Poon 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 930 KB

COULD DYNAMIC BETA MEASURES ENHANCE PERF

✍ MING-YUAN LEON LI 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 288 KB

Asymmetric Correlation and Volatility Dy

✍ Jian Yang, Yinggang Zhou, Wai Kin Leung 📂 Article 📅 2010 🏛 Springer US 🌐 English ⚖ 472 KB