What is the effect on portfolios of the time-varying correlation of real estate and company stocks? (Record no. 108154)

MARC details
000 -LEADER
fixed length control field 01346cad a22002535a 4500
001 - CONTROL NUMBER
control field L143421
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 080507s2008 xxk f 000 0 eng d
035 ## - SYSTEM CONTROL NUMBER
System control number (Sirsi) u143421
041 0# - LANGUAGE CODE
Language code of text/sound track or separate title eng
050 04 - LIBRARY OF CONGRESS CALL NUMBER
Classification number 332.6324 $2 18
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Schulz, Rainer
245 00 - TITLE STATEMENT
Title What is the effect on portfolios of the time-varying correlation of real estate and company stocks?
Medium [electronic resource]
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Place of publication, distribution, etc. London
Name of publisher, distributor, etc. RICS
Date of publication, distribution, etc. 2008
490 #0 - SERIES STATEMENT
Series statement RICS Findings in Built and Rural Environments
Volume/sequential designation May 2008
520 ## - SUMMARY, ETC.
Summary, etc. Investigates the time-variation of the correlation between real estate stocks and other company stocks across countries and regions. Considers whether the volatility and correlation can be modelled and forecasted with statistical models and whether investment managers should use such models for their decision marking. Concludes that recently developed time series models fitted with past information can be used to forecast the time-varying correlation.
521 2# - TARGET AUDIENCE NOTE
Target audience note Advanced
590 ## - LOCAL NOTE (RLIN)
Local note KA
651 #4 - SUBJECT ADDED ENTRY--GEOGRAPHIC NAME
Geographic name International
690 ## - LOCAL SUBJECT ADDED ENTRY--TOPICAL TERM (OCLC, RLIN)
Topical term or geographic name as entry element PROPERTY-COMMERCIAL PROPERTY-COMMERCIAL PROPERTY FINANCE AND INVESTMENT
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Peng, Liang
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element Royal Institution of Chartered Surveyors
Subordinate unit Research
9 (RLIN) 4902
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="www.rics.org/Global/Downloads/TimeVaryingCorrelation.pdf">www.rics.org/Global/Downloads/TimeVaryingCorrelation.pdf</a>
Public note Broken link - not available
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Suppress in OPAC 0
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Home library Current library Shelving location Date acquired Total Checkouts Full call number Barcode Date last seen Copy number Price effective from Koha item type
    Dewey Decimal Classification     Virtual Virtual Online 07/05/2008   ONLINE PUBLICATION 143421-2001 06/08/2019 1 06/08/2019 Book