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Papers with keyword copula:
Year Paper
Year Paper
2006 Dulguerov, Matthieu (2006). ASSESSING REAL ESTATE INFLUENCE ON PORTFOLIO RISK: A COPULA-BASED APPROACH . Book of Abstracts: 13th Annual European Real Estate Society Conference in Weimar, Germany
2015 Heinen, Andréas; Mi Lim Kim; Alfonso Valdesogo (2015). Regime switching House price dependence :Evidence from MSAs in the US. 22nd Annual European Real Estate Society Conference in Istanbul, Turkey
2011 Hoesli, Martin; Reka, Kustrim (2011). Volatility Spillovers, Comovements and Contagion in Securitized Real Estate Markets. 18th Annual European Real Estate Society Conference in Eindhoven, the Netherlands
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