Long memory in REIT volatility and changes in the unconditional mean: a modified FIGARCH approach

Author： Pavlova Ivelina   Cho Jang Hyung   Parhizgari A.M.   Hardin William G.  

Publisher： Routledge Ltd

ISSN： 1466-4453

Source： Journal of Property Research, Vol.31, Iss.4, 2014-10, pp. : 315-332

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