Ziwei Chen

National University of Singapore (NUS)

Bukit Timah Road 469 G

Singapore, 117591

Singapore

SCHOLARLY PAPERS

2

DOWNLOADS

82

CITATIONS

0

Scholarly Papers (2)

1.

Regime Changes and Dynamic Linkages in Major Securitized Real Estate Markets

Number of pages: 38 Posted: 26 Jul 2007
Kim Hiang Liow and Ziwei Chen
National University of Singapore (NUS) - Department of Real Estate and National University of Singapore (NUS)
Downloads 82 (296,685)

Abstract:

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securitized real estate markets, multiple structural breaks, volatility regimes, multivariate regime-dependent asymmetric dynamic covariance model

2.

Correlation and Volatility Dynamics in International Real Estate Securities Markets

Journal of Real Estate Finance and Economics, Vol. 39, No. 2, 2009
Posted: 20 Jul 2009 Last Revised: 10 Nov 2009
National University of Singapore (NUS) - Department of Real Estate, Independent, National University of Singapore (NUS) and National University of Singapore (NUS)

Abstract:

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time-varying correlation, volatility, dynamic conditional correlation model, real estate securities markets, stock markets