Are Securitized Real Estate Returns more Predictable than Stock Returns?
ContributorsHoesli, Martin E.; Serrano, Camillo
Published inJournal of real estate finance and economics, vol. 41, no. 2, p. 170-192
Collection
- Open Access - Licence nationale Springer
Publication date2010
Abstract
Keywords
- Predictability
- Time series models
- ARMA–EGARCH
- REITs
- Securitized real estate
Research group
Citation (ISO format)
HOESLI, Martin E., SERRANO, Camillo. Are Securitized Real Estate Returns more Predictable than Stock Returns? In: Journal of real estate finance and economics, 2010, vol. 41, n° 2, p. 170–192. doi: 10.1007/s11146-008-9162-y
Main files (1)
Article (Published version)
Identifiers
- PID : unige:78558
- DOI : 10.1007/s11146-008-9162-y
ISSN of the journal0895-5638