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

Hoesli, Martin E.; Hamelink, Foort

doi:10.1080/095999196368853

Scientific article

English

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

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

Article (Published version)

Identifiers

PID : unige:36938
DOI : 10.1080/095999196368853

Journal ISSN0959-9916

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

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