Fractional cointegration analysis of securitized real estate

Serrano Moreno, Camilo; Hoesli, Martin E.

doi:10.1007/s11146-009-9231-x

Scientific article

English

Fractional cointegration analysis of securitized real estate

ContributorsSerrano Moreno, Camilo; Hoesli, Martin E.

Published inJournal of real estate finance and economics, vol. 44, p. 319-338

Collection

Open Access - Licence nationale Springer

Publication date2012

Affiliation entities

Faculté d'économie et de management / Geneva Finance Research Institute

Citation (ISO format)

SERRANO MORENO, Camilo, HOESLI, Martin E. Fractional cointegration analysis of securitized real estate. In: Journal of real estate finance and economics, 2012, vol. 44, p. 319–338. doi: 10.1007/s11146-009-9231-x

Article (Published version)

OA NATIONAL

Identifiers

PID : unige:36569
DOI : 10.1007/s11146-009-9231-x

Journal ISSN0895-5638

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Creation09/05/2014 11:26:00

First validation09/05/2014 11:26:00

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Fractional cointegration analysis of securitized real estate

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