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Fractional cointegration analysis of securitized real estate

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Published in Journal of Real Estate Finance and Economics. 2012, vol. 44, p. 319-338
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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. https://archive-ouverte.unige.ch/unige:36569

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Deposited on : 2014-05-13

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