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National Association of Real Estate Investment Trusts®
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Property, securities, real estate investment trusts, REIT, REITs, hedge effectiveness, illiquid assets, portfolio allocation, Sharpe ratio, inflation protection, inflation sensitivity
REITs, Markov switching, Multivariate GARCH, Dynamic conditional correlations
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: REEC.
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DCC-GARCH, REITs, Correlation, Volatility, Portfolio optimization, Asset allocation
File name: reec.
File name: jors275.
DCC-GARCH, REITs, Volatility, Portfolio optimization, Asset allocation
REIT Dividend Policies and Dividend Announcement Effects
kriging, out of sample prediction, data snooping, local polynomial regression, smoothing regressions, semiparametric models, cluster analysis, nearest neighbors, hedonic models
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