Access Statistics for Jian Zhou

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Alternative Forecast Models of REIT Volatility 0 0 0 58 1 2 3 233
A high-frequency analysis of the interactions between REIT return and volatility 0 0 0 5 0 0 3 47
Adaptive market hypothesis: evidence from the REIT market 0 0 0 7 2 3 3 82
An Empirical Investigation of Herding Behavior in the U.S. REIT Market 1 1 2 80 1 4 13 229
Comovement of international real estate securities returns: a wavelet analysis 0 2 2 9 0 2 2 46
Conditional market beta for REITs: A comparison of modeling techniques 1 1 1 54 1 2 3 223
Economic value of modeling covariance asymmetry for mixed-asset portfolio diversifications 0 0 0 16 0 1 3 62
Extreme Risk Measures for International REIT Markets 0 0 2 28 0 0 3 92
Extreme risk measures for REITs: a comparison among alternative methods 0 0 0 6 0 0 0 85
Extreme risk spillover among international REIT markets 0 0 0 16 0 0 0 120
Hedging performance of REIT index futures: A comparison of alternative hedge ratio estimation methods 0 1 2 33 0 1 2 148
Land Values and the 1957 Comprehensive Amendment to the Chicago Zoning Ordinance 0 0 0 10 1 1 1 69
Long memory in REIT volatility revisited: genuine or spurious, and self-similar? 0 0 0 5 0 0 0 25
Modeling conditional covariance for mixed-asset portfolios 0 0 0 11 2 3 5 47
Multiscale Analysis of International Linkages of REIT Returns and Volatilities 0 0 0 23 0 1 1 134
Tail Dependence in International Real Estate Securities Markets 0 0 0 16 1 1 1 87
Testing for Cointegration between House Prices and Economic Fundamentals 0 0 3 134 2 2 7 245
Total Journal Articles 2 5 12 511 11 23 50 1,974


Statistics updated 2025-06-06