The Integration between Hong Kong REITs and Stock
碩士 === 輔仁大學 === 金融與國際企業學系金融碩士班 === 105 === This thesis studies integration between Hong Kong REITs and Hong Kong stocks using Latent Variable Model, which allows one to test for the number of systematic risk factors among all assets investigated. The model is estimated by Generalized Method of Momen...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/x9tyuj |