Conditional market beta for REITs : a comparison of modeling techniques
Jian Zhou
| Year of publication: |
2013
|
|---|---|
| Authors: | Zhou, Jian |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 30.2013, p. 196-204
|
| Subject: | Conditional market beta | Modeling techniques | In-sample estimate | Out-of-sample forecast | REITs | Immobilienfonds | Real estate fund | Betafaktor | Beta risk | Prognoseverfahren | Forecasting model | CAPM | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009703687