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 4 9 240
A high-frequency analysis of the interactions between REIT return and volatility 0 0 0 5 2 5 10 57
Adaptive market hypothesis: evidence from the REIT market 0 0 0 7 0 10 20 99
An Empirical Investigation of Herding Behavior in the U.S. REIT Market 0 0 4 83 1 6 23 248
Comovement of international real estate securities returns: a wavelet analysis 0 0 2 9 0 3 6 50
Conditional market beta for REITs: A comparison of modeling techniques 0 0 1 54 1 5 10 231
Economic value of modeling covariance asymmetry for mixed-asset portfolio diversifications 0 0 0 16 2 5 6 67
Extreme Risk Measures for International REIT Markets 0 0 0 28 0 6 10 102
Extreme risk measures for REITs: a comparison among alternative methods 0 0 0 6 1 5 7 92
Extreme risk spillover among international REIT markets 0 0 0 16 0 7 8 128
Hedging performance of REIT index futures: A comparison of alternative hedge ratio estimation methods 0 0 1 33 0 1 2 149
Land Values and the 1957 Comprehensive Amendment to the Chicago Zoning Ordinance 0 0 0 10 2 5 9 77
Long memory in REIT volatility revisited: genuine or spurious, and self-similar? 0 0 0 5 1 2 2 27
Modeling conditional covariance for mixed-asset portfolios 0 0 0 11 0 3 10 54
Multiscale Analysis of International Linkages of REIT Returns and Volatilities 0 0 0 23 1 4 8 141
Tail Dependence in International Real Estate Securities Markets 0 0 0 16 0 5 6 92
Testing for Cointegration between House Prices and Economic Fundamentals 0 0 3 137 0 2 10 253
Total Journal Articles 0 0 11 517 11 78 156 2,107


Statistics updated 2026-03-04