Peng M-Y, Lee W-C. The Correlation and Contagion Effect between Us Reits and Japan Reits - Based On the Armax-Gjr-Garch-Copula Model. 5002 [Internet]. 2013 Dec. 13 [cited 2024 May 19];3(12):1609-1. Available from: https://archive.aessweb.com/index.php/5002/article/view/1110