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 52 1 3 5 205
A high-frequency analysis of the interactions between REIT return and volatility 0 0 0 3 0 0 1 36
Adaptive market hypothesis: evidence from the REIT market 0 0 0 5 0 1 7 62
An Empirical Investigation of Herding Behavior in the U.S. REIT Market 0 0 18 56 2 6 41 170
Comovement of international real estate securities returns: a wavelet analysis 0 0 1 6 0 1 4 41
Conditional market beta for REITs: A comparison of modeling techniques 1 1 1 40 1 2 6 157
Economic value of modeling covariance asymmetry for mixed-asset portfolio diversifications 0 0 0 14 0 0 1 53
Extreme Risk Measures for International REIT Markets 0 0 1 22 0 0 8 68
Extreme risk measures for REITs: a comparison among alternative methods 0 0 0 6 1 3 5 81
Extreme risk spillover among international REIT markets 1 2 2 16 1 2 3 117
Hedging performance of REIT index futures: A comparison of alternative hedge ratio estimation methods 1 2 3 27 2 4 13 96
Land Values and the 1957 Comprehensive Amendment to the Chicago Zoning Ordinance 0 1 1 6 0 3 10 53
Long memory in REIT volatility revisited: genuine or spurious, and self-similar? 0 0 0 5 0 0 1 22
Modeling conditional covariance for mixed-asset portfolios 0 0 0 8 0 0 2 30
Multiscale Analysis of International Linkages of REIT Returns and Volatilities 0 0 2 20 1 1 11 118
Tail Dependence in International Real Estate Securities Markets 1 1 3 16 1 3 11 78
Testing for Cointegration between House Prices and Economic Fundamentals 0 2 8 121 1 3 14 214
Total Journal Articles 4 9 40 423 11 32 143 1,601


Statistics updated 2021-01-03