HIGHLIGHTS
- who: Kim Hiang Liow from the Department of Real, NUS Business School, National University of Singapore, Singapore, Singapore have published the research: Exploring a Three-Factor Dependence Structure of Conditional Volatilities: Some Quantile Regression Evidence from Real Estate Investment Trusts, in the Journal: (JOURNAL) of 30/04/2021
- what: The authors propose a simple three-factor pricing model consisting of a local stock market index a global REIT market index and a global stock market index to examine the dependence structure of conditional in the real trust (REIT) market from 11 countries over that a . . .
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