Fractional cointegration analysis of securitized real estate
Year of publication: |
2012
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Authors: | Serrano, Camilo ; Hoesli, Martin |
Published in: |
The journal of real estate finance and economics. - Dordrecht : Springer, ISSN 0895-5638, ZDB-ID 1073289-5. - Vol. 44.2012, 3, p. 319-338
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Subject: | Fractionally Integrated Error Correction Model (FIECM) | Immobilienfonds | Real estate fund | Verbriefung | Securitization | Kointegration | Cointegration | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Theorie | Theory | USA | United States | Großbritannien | United Kingdom | Australien | Australia | 1980-2009 |
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