Conditional heteroscedasticity and real estate in diversified portfolios: an application of the QTARCH methodology
ContributorsHoesli, Martin E.; Hamelink, Foort
Published inJournal of property research, vol. 13, p. 17-30
Publication date1996
Affiliation entities
Citation (ISO format)
HOESLI, Martin E., HAMELINK, Foort. Conditional heteroscedasticity and real estate in diversified portfolios: an application of the QTARCH methodology. In: Journal of property research, 1996, vol. 13, p. 17–30. doi: 10.1080/095999196368853
Main files (1)
Article (Published version)
Identifiers
- PID : unige:36938
- DOI : 10.1080/095999196368853
Journal ISSN0959-9916
