Stochastic framework for carbon price risk estimation of real estate: a Markov switching GARCH simulation approach

Autor:	Oertel, Cay, Kovaleva, Ekaterina, Gleißner, Werner, Bienert, Sven
Zdroj:	Journal of Property Investment & Finance, 2022, Vol. 40, Issue 4, pp. 381-397.
Databáze:	Emerald Insight
Externí odkaz:	http://www.emeraldinsight.com/doi/10.1108/JPIF-12-2021-0104 Zobrazit plný text záznamu