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Keywords: Time varying
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Journal Articles
Journal of Forest Economics (2013) 19 (2): 110–127.
Published: 01 April 2013
... market risk as public firms. In this study, copula modeling is employed to assess the joint distribution between daily returns of five timber REITs and a stock market index. Both constant and time-varying symmetrized Joe-Clayton copulas are estimated to evaluate the dependence of timber REITs...

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