Hedging Real Estate Risk with REITs
碩士 === 國立臺灣科技大學 === 財務金融研究所 === 96 === This paper investigates if real estate return can be hedged by REITs index. This paper employs ECM and Bivariate GARCH models with moving window technique to hedge real estate returns. We use return data on NAREIT index and the Dow Jones Wilshire Real Estate Se...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2008
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/55119504423743430702 |