Importance of the innovation term for GARCH modelling of direct real estate returns.
| Autor: | Keunecke, Karl-Friedrich1 (AUTHOR) karl-friedrich.keunecke@irebs.de, Oertel, Cay1 (AUTHOR) |
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| Zdroj: | Journal of Property Research. Jun2024, Vol. 41 Issue 2, p95-125. 31p. |
| Databáze: | Business Source Ultimate |
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