Unsmoothing property returns : a revision to Fisher-Geltner-Webb's unsmoothing methodology
Year of publication: |
2003
|
---|---|
Authors: | Cho, Hoon ; Kawaguchi, Yuichiro ; Shilling, James D. |
Published in: |
The journal of real estate finance and economics. - Dordrecht : Springer, ISSN 0895-5638, ZDB-ID 1073289-5. - Vol. 27.2003, 3, p. 393-405
|
Subject: | Gewerbeimmobilien | Commercial real estate | Immobilienpreis | Real estate price | Zeitreihenanalyse | Time series analysis | USA | United States | Großbritannien | United Kingdom | Japan | 1978-1999 |
-
Stationarity and co-integration in systems with three national real estate indices
Myer, Francis C. Neil, (1997)
-
How long is UK property cycle?
Jadevicius, Arvydas, (2017)
-
Stationarity and cointegration in systems with real estate and financial assets
Chaudhry, Mukesh, (1999)
- More ...
-
Cho, Hoon, (2003)
-
Unsmoothing Commercial Property Returns: A Revision to Fisher-Geltner-Webb's Unsmoothing Methodology
Cho, Hoon, (2003)
-
Cho, Hoon, (2003)
- More ...