Dependency of Real Estate and International Financial Markets – A GARCH-Copula Approach to Model Extreme Market Risk

Fritz, Carsten; Oertel, Cay; Valdesogo, Alfonso

doi:10.15396/eres2019_57

26th Annual European Real Estate Society Conference 2019

DOI: 10.15396/eres2019_57

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Dependency of Real Estate and International Financial Markets – A GARCH-Copula Approach to Model Extreme Market Risk

Carsten Fritz¹,

Cay Oertel²,

Alfonso Valdesogo³

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Dependency of Real Estate and International Financial Markets – A GARCH-Copula Approach to Model Extreme Market Risk

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