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Modeling Volatility Dynamics in the U.S. Public Real Estate Stock Market: Evidence from Conditional Volatility Decomposition and Sector Benchmarking
This study examines volatility dynamics between the U.S. public real estate stock market and the broader equity market, with a focus on sectoral conditional volatility sensitivity to market conditional volatility across different volatility regimes. Using daily stock price data from to , conditiona...
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AUC Knowledge Fountain
2026
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