Long memory in REIT volatility and changes in the unconditional mean: a modified FIGARCH approach Article

Pavlova, Ivelina, Cho, Jang Hyung, Parhizgari, AM et al. (2014). Long memory in REIT volatility and changes in the unconditional mean: a modified FIGARCH approach . 31(4), 315-332. 10.1080/09599916.2013.877063

keywords

  • REITs
  • Social Sciences
  • Urban Studies
  • forecasting
  • long memory
  • volatility

Digital Object Identifier (DOI)

publisher

  • ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD

start page

  • 315

end page

  • 332

volume

  • 31

issue

  • 4