Work

Volatility Decomposition and Correlation in International Securitized Real Estate Markets

Year: 2008

Type: article

Source: The Journal of Real Estate Finance and Economics

DOI: 10.1007/s11146-008-9131-5

Authors: Kim Hiang Liow, Muhammad Faishal Ibrahim

Institution: National University of Singapore

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1992743974

FWCI: 1.541

Cites: 43

Cited by: 18

Related to: 10