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Conditional heteroscedasticity and real estate in diversified portfolios: an application of the QTARCH methodology

Hamelink, F.

Conditional heteroscedasticity and real estate in diversified portfolios: an application of the QTARCH methodology - 1996 - Journal of Property Research 13(1) March 1996, 17-30(14) .

Reviews QTARCH methodology.

Subjects--Topical Terms:
HETEROSCEDASTICITY MODELS
PROPERTY PORTFOLIOS
QTARCH

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