| 000 | 01346cad a22002535a 4500 | ||
|---|---|---|---|
| 001 | L143421 | ||
| 008 | 080507s2008 xxk f 000 0 eng d | ||
| 035 | _a(Sirsi) u143421 | ||
| 041 | 0 | _aeng | |
| 050 | 0 | 4 | _a332.6324 $2 18 |
| 100 | 1 | _aSchulz, Rainer | |
| 245 | 0 | 0 |
_aWhat is the effect on portfolios of the time-varying correlation of real estate and company stocks? _h[electronic resource] |
| 260 |
_aLondon _bRICS _c2008 |
||
| 490 | 0 |
_aRICS Findings in Built and Rural Environments _vMay 2008 |
|
| 520 | _aInvestigates 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 | _aAdvanced | |
| 590 | _aKA | ||
| 651 | 4 | _aInternational | |
| 690 | _aPROPERTY-COMMERCIAL PROPERTY-COMMERCIAL PROPERTY FINANCE AND INVESTMENT | ||
| 700 | 1 | _aPeng, Liang | |
| 710 | 2 |
_aRoyal Institution of Chartered Surveyors _bResearch _94902 |
|
| 856 | 4 | 0 |
_uwww.rics.org/Global/Downloads/TimeVaryingCorrelation.pdf _zBroken link - not available |
| 942 | _n0 | ||
| 999 |
_c108154 _d108154 |
||