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Keywords: Correlation analysis
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Journal Articles
Journal of Property Investment & Finance (2013) 31 (3): 237–253.
Published: 19 April 2013
...(εt)=0 and Et−1(εtε′t)=Ht; REITs Financial crisis Correlation coefficients Multivariate GARCH model Extreme value theory Correlation analysis Multivariate analysis Taiwan Singapore...
Journal Articles
Journal of Property Investment & Finance (2009) 27 (6): 579–592.
Published: 25 September 2009
... Portfolio investment Correlation analysis Economic stability According to the standard model of modern portfolio theory suggested by Markowitz (1952) and its extensions, low international correlation across markets is at the root of global portfolio diversification. International investments can...
