Correlation and Volatility Dynamics in International Real Estate Securities Markets

Kim Liow (), Kim Ho, Muhammad Ibrahim and Ziwei Chen

The Journal of Real Estate Finance and Economics, 2009, vol. 39, issue 2, pages 202-223

Keywords: Time-varying correlation; Volatility; Dynamic conditional correlation model; Real estate securities markets; Stock markets (search for similar items in EconPapers)
Date: 2009
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