...(ε_{t)=0 and Et−1(εt}ε′_{t)=Ht; REITs Financial crisis Correlation coefficients Multivariate GARCH model Extreme value theory Correlation analysis Multivariate analysis Taiwan Singapore}...

... return have a 14.86 and 12.79 kurtosis respectively, followed by Hong Kong with a 6.88 kurtosis and other property stock markets of between 6.11 (Germany) and 3.52 (UK) kurtosis. © Emerald Group Publishing Limited 2005 Property Stock markets Multivariate analysis Japan South East Asia...

... this background, and in an effort to surmount these difficulties, this paper proposes and then tests some statistical techniques based on multivariate analysis. Multiple correspondence analysis helps to ensure rigour, simplicity and accuracy in the process of identifying the variables involved in the valuation...