Volatility Co-movements between REITs, RUSSELL2000 and S&P500: An application of the BEKK model

Volatility Co-movements between REITs, RUSSELL2000 and S&P500: An application of the BEKK model

碩士 === 輔仁大學 === 經濟學研究所 === 99

Bibliographic Details
Main Authors: Lu,ShuPei, 盧書培
Other Authors: 李阿乙 博士
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/46586199577972715617
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spelling ndltd-TW-099FJU003890102016-04-13T04:16:56Z http://ndltd.ncl.edu.tw/handle/46586199577972715617 Volatility Co-movements between REITs, RUSSELL2000 and S&P500: An application of the BEKK model 不動產投資信託與股票市場相關性 Lu,ShuPei 盧書培 碩士 輔仁大學 經濟學研究所 99 李阿乙 博士 2011 學位論文 ; thesis 36 zh-TW
collection NDLTD
language zh-TW
format Others
sources NDLTD
description 碩士 === 輔仁大學 === 經濟學研究所 === 99
author2 李阿乙 博士
author_facet 李阿乙 博士
Lu,ShuPei
盧書培
author Lu,ShuPei
盧書培
spellingShingle Lu,ShuPei
盧書培
Volatility Co-movements between REITs, RUSSELL2000 and S&P500: An application of the BEKK model
author_sort Lu,ShuPei
title Volatility Co-movements between REITs, RUSSELL2000 and S&P500: An application of the BEKK model
title_short Volatility Co-movements between REITs, RUSSELL2000 and S&P500: An application of the BEKK model
title_full Volatility Co-movements between REITs, RUSSELL2000 and S&P500: An application of the BEKK model
title_fullStr Volatility Co-movements between REITs, RUSSELL2000 and S&P500: An application of the BEKK model
title_full_unstemmed Volatility Co-movements between REITs, RUSSELL2000 and S&P500: An application of the BEKK model
title_sort volatility co-movements between reits, russell2000 and s&p500: an application of the bekk model
publishDate 2011
url http://ndltd.ncl.edu.tw/handle/46586199577972715617
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