AR-GARCH-EVT-Copula for securitised real estate: an...

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AR-GARCH-EVT-Copula for securitised real estate: an approach to improving risk forecasts?

Fritz, Carsten, Oertel, Cay
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Journal:
Journal of Property Research
DOI:
10.1080/09599916.2020.1838600
Date:
December, 2020
File:
PDF, 2.21 MB
2020
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