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The estimation gain in the usage of fractional integration to forecast a vacancy houses level series
Amorin, Anderson Luis Walker, (2015)
Real estate illiquidity and returns : a time-varying regional perspective
Ellington, Michael, (2023)
Forecasting US real house price returns over 1831 - 2013 : evidence from copula models
Gupta, Rangan, (2014)
Price discovery in the Hong Kong security markets : evidence from cointegration tests
He, Ling T., (1997)
Cointegration and price discovery between equity and mortgage REITs
He, Ling T., (1998)
Time variation paths of international transmission of stock volatility : US vs. Hong Kong and South Korea
He, Ling T., (2001)