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Volatility spillover in Australian commercial property
Chyi Lin Lee
School of Business
Research output
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Contribution to journal
›
Article
6
Citations (Scopus)
Overview
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Dive into the research topics of 'Volatility spillover in Australian commercial property'. Together they form a unique fingerprint.
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Economics, Econometrics and Finance
Volatility
100%
Spillover Effect
100%
Real Estate Sector
66%
Generalized Autoregressive Conditional Heteroskedasticity
66%
Risk Management
33%
Portfolio Selection
33%
Price
33%
Social Sciences
Volatility
100%
Real Estate Sector
66%
Capital Assets
66%
Generalized Autoregressive Conditional Heteroskedasticity
66%
Risk Management
33%
Portfolio Selection
33%
Price
33%