Myths and facts about the alleged over-pricing of US real estate : evidence from multi-factor asset pricing models of REIT returns
Massimo Guidolin; Francesco Ravazzolo; Andrea Donato Tortora
| Year of publication: |
2014
|
|---|---|
| Authors: | Guidolin, Massimo ; Ravazzolo, Francesco ; Tortora, Andrea Donato |
| Published in: |
The journal of real estate finance and economics. - Dordrecht : Springer, ISSN 0895-5638, ZDB-ID 1073289-5. - Vol. 49.2014, 4, p. 477-523
|
| Subject: | REIT returns | Bayesian estimation | Structural instability | Stochastic volatility | Linear factor models | Immobilienfonds | Real estate fund | Kapitaleinkommen | Capital income | USA | United States | Bayes-Statistik | Bayesian inference | CAPM | Volatilität | Volatility |
| 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/10010422266