Cotter, John and Stevenson, Simon (2007): Modeling Long Memory in REITs.
Cotter, John and Stevenson, Simon (2005): Multivariate Modeling of Daily REIT Volatility. Published in: Journal of Real Estate Finance and Economics (2006)
Cotter, John and Stevenson, Simon (2004): Uncovering Volatility Dynamics in Daily REIT Returns. Published in: Journal of Real Estate Portfolio Management , Vol. 13, : pp. 119-128.
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