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Ibrahim, Muhammad's
Scholarly Papers
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Liow, Kim Hiang National University of Singapore (NUS) - Department of Real Estate Ibrahim, Muhammad National University of Singapore (NUS)
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permanent volatility, transitory volatility, Component-GARCH model, correlation, securitized real estate markets
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Liow, Kim Hiang National University of Singapore (NUS) - Department of Real Estate Hin, Ho (David) Kim affiliation not provided to SSRN Ibrahim, Muhammad National University of Singapore (NUS) Chen, Ziwei National University of Singapore (NUS)
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20 Jul 09
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Last Revised:
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10 Nov 09
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time-varying correlation, volatility, dynamic conditional correlation model, real estate securities markets, stock markets
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