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

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Published in Journal of Property Research. 1996, vol. 13, p. 17-30
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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. https://archive-ouverte.unige.ch/unige:36938

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Deposited on : 2014-05-26

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