Markov switching dynamics in REIT returns : univariate and multivariate evidence on forecasting performance
Brad Case, Massimo Guidolin and Yildiray Yildirim
| Year of publication: |
2014
|
|---|---|
| Authors: | Case, Bradford ; Guidolin, Massimo ; Yildirim, Yildiray |
| Published in: |
Real estate economics : journal of the American Real Estate and Urban Economics Association. - Malden, MA : Wiley Periodicals, Inc., ISSN 1080-8620, ZDB-ID 1234653-6. - Vol. 42.2014, 2, p. 279-342
|
| Subject: | Immobilienfonds | Real estate fund | Kapitalmarktrendite | Capital market returns | Anleihe | Bond | Markov-Kette | Markov chain | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010401275