Existence of Positive Dependence, Asymmetry and Leverage Effects in Real Estate Exchange-traded Funds (ETFs)
碩士 === 中原大學 === 國際商學碩士學位學程 === 102 === This research examines the performance of return and volatility models containing long-memory, asymmetric volatility, and leverage effects by comparing two categories of Real Estate Investment Trusts (REITs) Exchange-traded Funds (ETFs), namely, US REIT ETFs an...
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/71519231248505730540 |