Time varying risk premia for real estate investment trusts: A GARCH-M model

✍ Scribed by Michael Devaney

• Book ID: 114348113
• Publisher: Elsevier Science
• Year: 2001
• Tongue: English
• Weight: 146 KB
• Volume: 41
• Category: Article
• ISSN: 1062-9769
• DOI: 10.1016/s1062-9769(00)00074-0