Filters: Author is Cay Oertel  [Clear All Filters]
2022
Keunecke, Karl-Friedrich, and Cay Oertel. "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.
2021
Groh, Alexander, and Cay Oertel. "Dynamic Extreme Value Regression of US REIT Returns conditional on Covariates." In 27th Annual European Real Estate Society Conference. ERES: Conference. Kaiserslautern, Germany, 2021.
Künzle, Chiara, Sven Bienert, Cay Oertel, and Werner Gleißner. "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.
Keunecke, Karl-Friedrich, Hunter Kuhlwein, and Cay Oertel. "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.
2019
Fritz, Carsten, and Cay Oertel. "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.