Filters: Author is Cay Oertel [Clear All Filters]
Volatility modeling of property markets: A note on the distribution of GARCH innovation." In 28th Annual European Real Estate Society Conference. ERES: Conference. Milan, Italy, 2022.
"Dynamic Extreme Value Regression of US REIT Returns conditional on Covariates." In 27th Annual European Real Estate Society Conference. ERES: Conference. Kaiserslautern, Germany, 2021.
"Value Contribution of Diversification: An Empirical Investigation of the Individual Value of Real Estate in Portfolios." In 27th Annual European Real Estate Society Conference. ERES: Conference. Kaiserslautern, Germany, 2021.
"Volatility Modeling of Property Markets: A Note on the Distribution of GARCH Innovation." In 27th Annual European Real Estate Society Conference. ERES: Conference. Kaiserslautern, Germany, 2021.
"Dependency of Real Estate and International Financial Markets – A GARCH-Copula Approach to Model Extreme Market Risk." In 26th Annual European Real Estate Society Conference. ERES: Conference. Cergy-Pontoise, France, 2019.
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