Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios

A recent literature has shown that, similarity to stocks and bonds, REIT returns contain strong evidence of bull and bear regimes, that may best captured using nonlinear econometric models of the Markov switching type

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Year of publication:	2016
Authors:	Guidolin, Massimo
Publisher:	[2016]: [S.l.] : SSRN
Subject:	Immobilienfonds \| Real estate fund \| Prognoseverfahren \| Forecasting model \| Immobilienmarkt \| Real estate market \| Portfolio-Management \| Portfolio selection \| Börsenkurs \| Share price \| Kapitaleinkommen \| Capital income

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