Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Comparison of Alternative Forecast Models of REIT Volatility |
0 |
0 |
0 |
58 |
0 |
1 |
1 |
231 |
A high-frequency analysis of the interactions between REIT return and volatility |
0 |
0 |
0 |
5 |
1 |
1 |
3 |
47 |
Adaptive market hypothesis: evidence from the REIT market |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
79 |
An Empirical Investigation of Herding Behavior in the U.S. REIT Market |
0 |
0 |
3 |
79 |
3 |
3 |
11 |
225 |
Comovement of international real estate securities returns: a wavelet analysis |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
44 |
Conditional market beta for REITs: A comparison of modeling techniques |
0 |
0 |
2 |
53 |
0 |
0 |
3 |
221 |
Economic value of modeling covariance asymmetry for mixed-asset portfolio diversifications |
0 |
0 |
0 |
16 |
0 |
1 |
2 |
61 |
Extreme Risk Measures for International REIT Markets |
0 |
1 |
3 |
28 |
0 |
2 |
4 |
92 |
Extreme risk measures for REITs: a comparison among alternative methods |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
85 |
Extreme risk spillover among international REIT markets |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
120 |
Hedging performance of REIT index futures: A comparison of alternative hedge ratio estimation methods |
0 |
0 |
1 |
32 |
0 |
0 |
2 |
147 |
Land Values and the 1957 Comprehensive Amendment to the Chicago Zoning Ordinance |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
68 |
Long memory in REIT volatility revisited: genuine or spurious, and self-similar? |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
25 |
Modeling conditional covariance for mixed-asset portfolios |
0 |
0 |
0 |
11 |
0 |
0 |
4 |
44 |
Multiscale Analysis of International Linkages of REIT Returns and Volatilities |
0 |
0 |
0 |
23 |
0 |
0 |
1 |
133 |
Tail Dependence in International Real Estate Securities Markets |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
86 |
Testing for Cointegration between House Prices and Economic Fundamentals |
0 |
0 |
4 |
134 |
0 |
0 |
6 |
243 |
Total Journal Articles |
0 |
1 |
13 |
506 |
4 |
8 |
38 |
1,951 |