Regime dependent volatilities and correlation in international securitized real estate markets
Crossref DOI link: https://doi.org/10.1007/s10663-017-9368-4
Published Online: 2017-03-07
Published Print: 2018-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Liow, Kim Hiang
Ye, Qing
Funding for this research was provided by:
Ministry of Education - Singapore (R-297-000-119-112)
License valid from 2017-03-07