Title :
Notice of Retraction
Review of real estate investment trusts volatility
Author :
Du Fengxia ; Chen Liwen ; Yang Zhanchang
Author_Institution :
Sch. of Manage., Hebei Univ. of Technol., Tianjin, China
Abstract :
Notice of Retraction
After careful and considered review of the content of this paper by a duly constituted expert committee, this paper has been found to be in violation of IEEE´s Publication Principles.
We hereby retract the content of this paper. Reasonable effort should be made to remove all past references to this paper.
The presenting author of this paper has the option to appeal this decision by contacting TPII@ieee.org.
In this paper, We first review the generation and development of the volatility used in financial time series. Later, we investigate the application of volatility into real estate investment trusts area. More researchers focus on models of estimation, characteristics and forecast. Analyzed the modeling and empirical results, we find that ultra-high-frequency (UHF) data application in REIT volatility is the research trend. While, the measurement and microstructure error of UHF data, influence factors and spillovers would be further researched.
Keywords :
financial management; investment; REIT volatility; UHF data; financial time series; investment trusts volatility; real estate; ultra-high-frequency data; Autoregressive processes; Correlation; Investments; Loans and mortgages; Predictive models; Security; Time series analysis; Real Estate Investment Trusts; realized volatility; volatility;
Conference_Titel :
Business Management and Electronic Information (BMEI), 2011 International Conference on
Conference_Location :
Guangzhou
Print_ISBN :
978-1-61284-108-3
DOI :
10.1109/ICBMEI.2011.5917968
