Are Securitized Real Estate Returns more Predictable than Stocks Return?
ContributorsSerrano, Camilo; Hoesli, Martin E.
Collection
- Cahiers de recherche; 2008.08
Publication date2008
Abstract
Keywords
- Predictability
- Time Series Models
- ARMA-EGARCH
- REITs
- Securitized Real Estate
Affiliation entities
Citation (ISO format)
SERRANO, Camilo, HOESLI, Martin E. Are Securitized Real Estate Returns more Predictable than Stocks Return? 2008
Main files (1)
Report
Identifiers
- PID : unige:5718