{"title":"冲击对波动的时变影响的空间异质性:来自MSA住房市场的证据","authors":"G. Ngene, Allen K. Lynch, Daniel P. Sohn","doi":"10.1080/10835547.2019.12090022","DOIUrl":null,"url":null,"abstract":"Executive Summary. In this study, we investigate the time-varying response of conditional variance to endogenous and exogenous shocks. Using MSA-level monthly data spanning 31 years and two asymmet...","PeriodicalId":35895,"journal":{"name":"Journal of Real Estate Portfolio Management","volume":"7 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2019-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/10835547.2019.12090022","citationCount":"2","resultStr":"{\"title\":\"The Spatial Heterogeneity of the Time-varying Impact of Shocks on Volatility: Some Evidence from MSA Housing Markets\",\"authors\":\"G. Ngene, Allen K. Lynch, Daniel P. Sohn\",\"doi\":\"10.1080/10835547.2019.12090022\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Executive Summary. In this study, we investigate the time-varying response of conditional variance to endogenous and exogenous shocks. Using MSA-level monthly data spanning 31 years and two asymmet...\",\"PeriodicalId\":35895,\"journal\":{\"name\":\"Journal of Real Estate Portfolio Management\",\"volume\":\"7 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2019-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://sci-hub-pdf.com/10.1080/10835547.2019.12090022\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Real Estate Portfolio Management\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1080/10835547.2019.12090022\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"Economics, Econometrics and Finance\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Real Estate Portfolio Management","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1080/10835547.2019.12090022","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"Economics, Econometrics and Finance","Score":null,"Total":0}
The Spatial Heterogeneity of the Time-varying Impact of Shocks on Volatility: Some Evidence from MSA Housing Markets
Executive Summary. In this study, we investigate the time-varying response of conditional variance to endogenous and exogenous shocks. Using MSA-level monthly data spanning 31 years and two asymmet...
期刊介绍：
The Journal of Real Estate Portfolio Management (JREPM) is a publication of the American Real Estate Society (ARES). Its purpose is to disseminate applied research on real estate investment and portfolio management.
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