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 1 2 10 242
A high-frequency analysis of the interactions between REIT return and volatility 0 0 0 5 0 3 11 58
Adaptive market hypothesis: evidence from the REIT market 0 0 0 7 3 3 22 102
An Empirical Investigation of Herding Behavior in the U.S. REIT Market 0 1 5 84 4 7 26 254
Comovement of international real estate securities returns: a wavelet analysis 0 0 0 9 1 2 6 52
Conditional market beta for REITs: A comparison of modeling techniques 0 0 1 54 2 3 11 233
Economic value of modeling covariance asymmetry for mixed-asset portfolio diversifications 0 0 0 16 1 3 6 68
Extreme Risk Measures for International REIT Markets 0 0 0 28 1 1 11 103
Extreme risk measures for REITs: a comparison among alternative methods 1 1 1 7 3 5 11 96
Extreme risk spillover among international REIT markets 0 0 0 16 1 1 9 129
Hedging performance of REIT index futures: A comparison of alternative hedge ratio estimation methods 0 0 0 33 2 3 4 152
Land Values and the 1957 Comprehensive Amendment to the Chicago Zoning Ordinance 0 1 1 11 2 9 16 84
Long memory in REIT volatility revisited: genuine or spurious, and self-similar? 0 0 0 5 1 2 3 28
Modeling conditional covariance for mixed-asset portfolios 0 0 0 11 6 6 15 60
Multiscale Analysis of International Linkages of REIT Returns and Volatilities 0 0 0 23 1 4 10 144
Tail Dependence in International Real Estate Securities Markets 0 0 0 16 3 3 9 95
Testing for Cointegration between House Prices and Economic Fundamentals 0 0 3 137 4 4 14 257
Total Journal Articles 1 3 11 520 36 61 194 2,157


Statistics updated 2026-05-06