Myths and facts about the alleged over-pricing of US real estate : evidence from multi-factor asset pricing models of REIT returns
Year of publication: |
2014
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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
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Subject: | REIT returns | Bayesian estimation | Structural instability | Stochastic volatility | Linear factor models | USA | United States | Immobilienfonds | Real estate fund | Kapitaleinkommen | Capital income | Bayes-Statistik | Bayesian inference | Volatilität | Volatility | CAPM | Stochastischer Prozess | Stochastic process |
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