Volatility jumps and their determinants in REIT returns

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Volatility jumps and their determinants in REIT returns

Odusami, Babatunde O.
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Journal:
Journal of Economics and Business
DOI:
10.1016/j.jeconbus.2020.105943
Date:
August, 2020
File:
PDF, 9.10 MB
2020
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