The Real Estate Investment Trust Industry and the Financial Crisis: Modeling Volatility (1985-2016)
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More about this item
Keywords
REITs; Volatility of Returns; GARCH;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G19 - Financial Economics - - General Financial Markets - - - Other
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