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  2. Details for: Conditional heteroscedasticity and real estate in diversified portfolios: an application of the QTARCH methodology
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Conditional heteroscedasticity and real estate in diversified portfolios: an application of the QTARCH methodology

By:
  • Hamelink, F
Contributor(s):
  • Hoesli, M
Language: English Series: Journal of Property Research ; 13(1) March 1996, 17-30(14)Publication details: 1996Subject(s):
  • HETEROSCEDASTICITY MODELS
  • PROPERTY PORTFOLIOS
  • QTARCH
  • PROPERTY-PROPERTY FINANCE AND INVESTMENT
Summary: Reviews QTARCH methodology.
  • Holdings ( 1 )
  • Title notes ( 1 )
Holdings
Item type Current library Call number Copy number Status Barcode
Journal article London Journal article X3244 (Browse shelf(Opens below)) 1 Available 29414-1001
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X3241 Islington LBC and Koratjitiis X3242 Rother DC and Cole, Thwaites and Kelman X3243 A note on the periodic conversin of measures of risk X3244 Conditional heteroscedasticity and real estate in diversified portfolios: an application of the QTARCH methodology X3245 Stock market reaction to sale and leaseback announcements in the UK X3247 Leisure industry ignord in planning system X325 S.B. Property Co Ltd v Chelsea Football and Athletic Co Ltd

Reviews QTARCH methodology.

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

APA

Hamelink F., Hoesli M., . (1996). Conditional heteroscedasticity and real estate in diversified portfolios: an application of the QTARCH methodology. : .

Chicago

Hamelink F, Hoesli M, . 1996. Conditional heteroscedasticity and real estate in diversified portfolios: an application of the QTARCH methodology. : .

Harvard

Hamelink F., Hoesli M., . (1996). Conditional heteroscedasticity and real estate in diversified portfolios: an application of the QTARCH methodology. : .

MLA

Hamelink F, Hoesli M, . Conditional heteroscedasticity and real estate in diversified portfolios: an application of the QTARCH methodology. : . 1996.

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