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Date: 2014
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/336092
Description: Over the last decades, the Australian market for Real Estate Investment Trusts (REITS) has shown substantial growth rates. We apply conditional copula models in order to investigate the dependence str ... More
Reviewed: Reviewed
Date: 2010
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/112532
Description: Purpose – The purpose of this paper is to provide an analysis of the dependence structure between returns from real estate investment trusts (REITS) and a stock market index. Further, the aim is to il ... More
Reviewed: Reviewed
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