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About .Paper - Modeling Long Memory in REITs
This article examines long memory for alternative risk measures, observed absolute and squared returns for Daily Equity real estate investment trusts. Trading volume is found to be strongly associated with long memory. Results suggest differences in the findings with regard to REITs in comparison to the broader equity sector.
Detailed Information
| Author: | ['Qian Bo'] |
|---|---|
| Publication Year: | 2011 |
| Pages: | 23 |
| Language: | English |
| Format: | |
| Price: | FREE |
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