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An Application of EGARCH-M Model on Analysing Real Estate Market with CAPM

  • Publisher : korea real estate research institute
  • Research Area : Law of Real Estate

Roh Sang Youn 1 Seonghun Min 2

1국민연금연구원
2수원대학교

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타입을 선택하세요 :
@article{ART001939297},
author={Roh Sang Youn and Seonghun Min},
title={An Application of EGARCH-M Model on Analysing Real Estate Market with CAPM},
journal={Korea Real Estate Review},
issn={2092-5395},
year={2014},
volume={24},
number={4},
pages={195-205}