1875 I Street, NW, Suite 600
Washington, DC 20006
National Association of Real Estate Investment Trusts®
in Total Papers Downloads
in Total Papers Citations
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.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
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
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.480 seconds