Conditional market beta for REITs : a comparison of modeling techniques
Year of publication: |
2013
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Authors: | Zhou, Jian |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 30.2013, p. 196-204
|
Subject: | Conditional market beta | Modeling techniques | In-sample estimate | Out-of-sample forecast | REITs | Immobilienfonds | Real estate fund | Betafaktor | Beta risk | Prognoseverfahren | Forecasting model | CAPM | Kapitaleinkommen | Capital income |
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