Fractional Cointegration Analysis of Securitized Real Estate
Year of publication: |
2012
|
---|---|
Authors: | Serrano, Camilo ; Hoesli, Martin |
Published in: |
The Journal of Real Estate Finance and Economics. - Springer. - Vol. 44.2012, 3, p. 319-338
|
Publisher: |
Springer |
Subject: | Fractional cointegration | Fractionally Integrated Error Correction Model (FIECM) | Forecasting | Multifactor models | Securitized real estate | REITs |
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