Are Securitized Real Estate Returns more Predictable than Stock Returns?
| Year of publication: |
2010
|
|---|---|
| Authors: | Serrano, Camilo ; Hoesli, Martin |
| Published in: |
The Journal of Real Estate Finance and Economics. - Springer. - Vol. 41.2010, 2, p. 170-192
|
| Publisher: |
Springer |
| Subject: | Predictability | Time series models | ARMA–EGARCH | REITs | Securitized real estate |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008596882