Forecasting realized volatility of international REITs
The role of realized skewness and realized kurtosis
Publication date
2021-08-14
Document type
Forschungsartikel
Author
Organisational unit
Publisher
Wiley
Series or journal
Journal of Forecasting
ISSN
Periodical volume
41
Periodical issue
2
First page
303
Last page
315
Peer-reviewed
✅
Part of the university bibliography
✅
Language
English
Version
Published version
Access right on openHSU
Metadata only access