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Volatility transmission in Australian REIT futures
Chyi Lin Lee
School of Business
Research output
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Contribution to journal
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Article
14
Citations (Scopus)
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Dive into the research topics of 'Volatility transmission in Australian REIT futures'. Together they form a unique fingerprint.
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Economics, Econometrics and Finance
Volatility
100%
Spillover Effect
20%
ARCH Model
20%
Social Sciences
Volatility
100%
Generalized Autoregressive Conditional Heteroskedasticity
20%