Work

Volatility clustering, leverage, size, or contagion effects: The fluctuations of Asian real estate investment trust returns

Year: 2013

Type: article

Source: Journal of Asian Economics

DOI: 10.1016/j.asieco.2013.04.010

Author: I-Chun Tsai

Institution: National University of Kaohsiung

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Science Council

OpenAlex ID: W2078288732

FWCI: 6.414

Cites: 53

Cited by: 21

Related to: 10