{"id":"https://openalex.org/W2791868327","doi":"https://doi.org/10.1007/978-3-319-75429-1_36","title":"European Real Estate Risk and Spillovers: Regime Switching Approach","display_name":"European Real Estate Risk and Spillovers: Regime Switching Approach","publication_year":2018,"publication_date":"2018-01-01","ids":{"openalex":"https://openalex.org/W2791868327","doi":"https://doi.org/10.1007/978-3-319-75429-1_36","mag":"2791868327"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-319-75429-1_36","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-75429-1_36","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5039671909","display_name":"Nisara Wongutai","orcid":null},"institutions":[{"id":"https://openalex.org/I48076826","display_name":"Chiang Mai University","ror":"https://ror.org/05m2fqn25","country_code":"TH","type":"education","lineage":["https://openalex.org/I48076826"]}],"countries":["TH"],"is_corresponding":true,"raw_author_name":"Nisara Wongutai","raw_affiliation_strings":["Faculty of Economics, Center of Excellence in Econometrics, Chiang Mai University, Chiang Mai, Thailand"],"affiliations":[{"raw_affiliation_string":"Faculty of Economics, Center of Excellence in Econometrics, Chiang Mai University, Chiang Mai, Thailand","institution_ids":["https://openalex.org/I48076826"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5020022323","display_name":"Woraphon Yamaka","orcid":"https://orcid.org/0000-0002-0787-1437"},"institutions":[{"id":"https://openalex.org/I48076826","display_name":"Chiang Mai University","ror":"https://ror.org/05m2fqn25","country_code":"TH","type":"education","lineage":["https://openalex.org/I48076826"]}],"countries":["TH"],"is_corresponding":false,"raw_author_name":"Woraphon Yamaka","raw_affiliation_strings":["Faculty of Economics, Center of Excellence in Econometrics, Chiang Mai University, Chiang Mai, Thailand"],"affiliations":[{"raw_affiliation_string":"Faculty of Economics, Center of Excellence in Econometrics, Chiang Mai University, Chiang Mai, Thailand","institution_ids":["https://openalex.org/I48076826"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5008811000","display_name":"Roengchai Tansuchat","orcid":"https://orcid.org/0000-0002-9379-4414"},"institutions":[{"id":"https://openalex.org/I48076826","display_name":"Chiang Mai University","ror":"https://ror.org/05m2fqn25","country_code":"TH","type":"education","lineage":["https://openalex.org/I48076826"]}],"countries":["TH"],"is_corresponding":false,"raw_author_name":"Roengchai Tansuchat","raw_affiliation_strings":["Faculty of Economics, Center of Excellence in Econometrics, Chiang Mai University, Chiang Mai, Thailand"],"affiliations":[{"raw_affiliation_string":"Faculty of Economics, Center of Excellence in Econometrics, Chiang Mai University, Chiang Mai, Thailand","institution_ids":["https://openalex.org/I48076826"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5039671909"],"corresponding_institution_ids":["https://openalex.org/I48076826"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":4.1054,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.92732811,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":94},"biblio":{"volume":null,"issue":null,"first_page":"433","last_page":"444"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9977999925613403,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9977999925613403,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10632","display_name":"Housing Market and Economics","score":0.9973999857902527,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9934999942779541,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/real-estate","display_name":"Real estate","score":0.7685254216194153},{"id":"https://openalex.org/keywords/capital-asset-pricing-model","display_name":"Capital asset pricing model","score":0.6310131549835205},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.614986002445221},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.5737968683242798},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.5532504916191101},{"id":"https://openalex.org/keywords/real-estate-investment-trust","display_name":"Real estate investment trust","score":0.5343249440193176},{"id":"https://openalex.org/keywords/capitalization-rate","display_name":"Capitalization rate","score":0.5241996049880981},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.48325997591018677},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.45719921588897705},{"id":"https://openalex.org/keywords/conditional-variance","display_name":"Conditional variance","score":0.45332473516464233},{"id":"https://openalex.org/keywords/stock-market-index","display_name":"Stock market index","score":0.43802326917648315},{"id":"https://openalex.org/keywords/market-portfolio","display_name":"Market portfolio","score":0.4254091680049896},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.3984615206718445},{"id":"https://openalex.org/keywords/autoregressive-conditional-heteroskedasticity","display_name":"Autoregressive conditional heteroskedasticity","score":0.311259001493454},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.19234994053840637},{"id":"https://openalex.org/keywords/geography","display_name":"Geography","score":0.07040253281593323},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.06826457381248474}],"concepts":[{"id":"https://openalex.org/C82279013","wikidata":"https://www.wikidata.org/wiki/Q684740","display_name":"Real estate","level":2,"score":0.7685254216194153},{"id":"https://openalex.org/C181236170","wikidata":"https://www.wikidata.org/wiki/Q848354","display_name":"Capital asset pricing model","level":2,"score":0.6310131549835205},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.614986002445221},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.5737968683242798},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.5532504916191101},{"id":"https://openalex.org/C38815200","wikidata":"https://www.wikidata.org/wiki/Q697852","display_name":"Real estate investment trust","level":3,"score":0.5343249440193176},{"id":"https://openalex.org/C112136304","wikidata":"https://www.wikidata.org/wiki/Q5035804","display_name":"Capitalization rate","level":4,"score":0.5241996049880981},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.48325997591018677},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.45719921588897705},{"id":"https://openalex.org/C21430997","wikidata":"https://www.wikidata.org/wiki/Q5159279","display_name":"Conditional variance","level":4,"score":0.45332473516464233},{"id":"https://openalex.org/C88389905","wikidata":"https://www.wikidata.org/wiki/Q223371","display_name":"Stock market index","level":4,"score":0.43802326917648315},{"id":"https://openalex.org/C2777302077","wikidata":"https://www.wikidata.org/wiki/Q1321921","display_name":"Market portfolio","level":3,"score":0.4254091680049896},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.3984615206718445},{"id":"https://openalex.org/C23922673","wikidata":"https://www.wikidata.org/wiki/Q180752","display_name":"Autoregressive conditional heteroskedasticity","level":3,"score":0.311259001493454},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.19234994053840637},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.07040253281593323},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.06826457381248474},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.0},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-319-75429-1_36","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-319-75429-1_36","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":18,"referenced_works":["https://openalex.org/W1413904075","https://openalex.org/W1592633617","https://openalex.org/W1727659491","https://openalex.org/W1998968611","https://openalex.org/W2027447060","https://openalex.org/W2039734130","https://openalex.org/W2041930560","https://openalex.org/W2061160212","https://openalex.org/W2073740083","https://openalex.org/W2122128549","https://openalex.org/W2142791183","https://openalex.org/W2149170345","https://openalex.org/W2170415678","https://openalex.org/W2270751069","https://openalex.org/W2528206480","https://openalex.org/W2559515709","https://openalex.org/W3123050768","https://openalex.org/W3124167762"],"related_works":["https://openalex.org/W2220556851","https://openalex.org/W3125755534","https://openalex.org/W2279392367","https://openalex.org/W2272171600","https://openalex.org/W1971839603","https://openalex.org/W587717475","https://openalex.org/W3121705160","https://openalex.org/W1901602943","https://openalex.org/W174964535","https://openalex.org/W2387458034"],"abstract_inverted_index":null,"counts_by_year":[{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
