Access Statistics for Jian Zhou

Author contact details at EconPapers.

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


Statistics updated 2025-03-03