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 1 1 1 51 2 2 13 199
A high-frequency analysis of the interactions between REIT return and volatility 0 0 0 3 0 2 4 33
Adaptive market hypothesis: evidence from the REIT market 0 0 1 5 3 4 11 54
An Empirical Investigation of Herding Behavior in the U.S. REIT Market 0 7 12 37 0 9 20 124
Comovement of international real estate securities returns: a wavelet analysis 0 0 1 5 1 1 2 37
Conditional market beta for REITs: A comparison of modeling techniques 0 0 2 39 0 0 5 148
Economic value of modeling covariance asymmetry for mixed-asset portfolio diversifications 0 0 2 13 0 1 6 48
Extreme Risk Measures for International REIT Markets 0 1 1 21 0 1 8 60
Extreme risk measures for REITs: a comparison among alternative methods 0 0 0 6 0 0 3 75
Extreme risk spillover among international REIT markets 0 0 0 14 0 0 2 114
Hedging performance of REIT index futures: A comparison of alternative hedge ratio estimation methods 0 1 6 21 1 3 20 79
Land Values and the 1957 Comprehensive Amendment to the Chicago Zoning Ordinance 0 0 0 5 3 6 12 39
Long memory in REIT volatility revisited: genuine or spurious, and self-similar? 0 0 0 5 0 0 1 21
Modeling conditional covariance for mixed-asset portfolios 0 0 0 8 0 0 2 26
Multiscale Analysis of International Linkages of REIT Returns and Volatilities 0 0 1 18 0 0 3 104
Tail Dependence in International Real Estate Securities Markets 0 0 1 12 1 2 5 64
Testing for Cointegration between House Prices and Economic Fundamentals 0 0 2 112 1 2 12 199
Total Journal Articles 1 10 30 375 12 33 129 1,424


Statistics updated 2019-10-05