Browsing College of Business and Law by Subject "REITs"

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Browsing College of Business and Law by Subject "REITs"

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  • Cotter, John ; Stevenson, Simon (University College Dublin. School of Business. Centre for Financial MarketsUniversity College Dublin. School of Business, 2006-11)
    One stylized feature of financial volatility impacting the modeling process is long memory. This paper examines long memory for alternative risk measures, observed absolute and squared returns for Daily REITs and compares ...

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