Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios
Year of publication: |
2016
|
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Authors: | Guidolin, Massimo |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Immobilienfonds | Real estate fund | Prognoseverfahren | Forecasting model | Immobilienmarkt | Real estate market | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (55 p) |
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Series: | BAFFI CAREFIN Centre Research Paper ; No. 2016-19 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2749565 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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