A specialised volatility index for the new GICS sector - real estate

Mi, Lin, Benson, Karen and Faff, Robert (2017) A specialised volatility index for the new GICS sector - real estate. Economic Modelling, . doi:10.1016/j.econmod.2017.08.025


Author Mi, Lin
Benson, Karen
Faff, Robert
Title A specialised volatility index for the new GICS sector - real estate
Journal name Economic Modelling   Check publisher's open access policy
ISSN 0264-9993
1873-6122
Publication date 2017-09-06
Sub-type Article (original research)
DOI 10.1016/j.econmod.2017.08.025
Open Access Status Not yet assessed
Total pages 9
Place of publication Amsterdam, Netherlands
Publisher Elsevier
Language eng
Keyword Economic significance
Fear gauge
REITs
State preference approach
Volatility index
Q-Index Code C1
Q-Index Status Provisional Code
Institutional Status UQ

Document type: Journal Article
Sub-type: Article (original research)
Collections: HERDC Pre-Audit
UQ Business School Publications
 
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Created: Tue, 19 Sep 2017, 00:15:25 EST by Web Cron on behalf of Learning and Research Services (UQ Library)