Conditional heteroscedasticity and real estate in diversified portfolios: an application of the QTARCH methodology

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Title		Conditional heteroscedasticity and real estate in diversified portfolios: an application of the QTARCH methodology
Authors		Hoesli, Martin E. Hamelink, Foort
Published in		Journal of Property Research. 1996, vol. 13, p. 17-30
Identifiers		DOI: 10.1080/095999196368853
Full text		Article (Published version) (286 Kb) - Limited access to UNIGE
Structures		Faculté d'économie et de management / Geneva Finance Research Institute
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 https://archive-ouverte.unige.ch/unige:36938

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