Conditional market beta for REITs: A comparison of modeling techniques
Year of publication: |
2013
|
---|---|
Authors: | Zhou, Jian |
Published in: |
Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 30.2013, C, p. 196-204
|
Publisher: |
Elsevier |
Subject: | Conditional market beta | Modeling techniques | In-sample estimate | Out-of-sample forecast | REITs |
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