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Tail dependence in international real estate securities markets
Zhou, Jian; Gao, Yanmin - In: The journal of real estate finance and economics 45 (2012) 1, pp. 128-151
Persistent link: https://www.econbiz.de/10009581759
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The conditional distribution of real estate returns : are higher moments time varying?
Bond, Shaun A.; Patel, Kanak - In: The journal of real estate finance and economics 26 (2003) 2/3, pp. 319-339
Persistent link: https://www.econbiz.de/10001763264
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Revisiting non-normal real estate return distributions by property type in the US
Young, Michael S. - In: The journal of real estate finance and economics 36 (2008) 2, pp. 233-248
Persistent link: https://www.econbiz.de/10003621483
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Commercial mortgage workout strategy and conditional default probability : evidence from special serviced CMBS loans
Chen, Jun; Deng, Yongheng - In: The journal of real estate finance and economics 46 (2013) 4, pp. 609-632
Persistent link: https://www.econbiz.de/10009750784
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Estimating default probabilities implicit in commercial mortgage backed securities (CMBS)
Kau, James B.; Keenan, Donald C.; Yildirim, Yildiray - In: The journal of real estate finance and economics 39 (2009) 2, pp. 107-117
Persistent link: https://www.econbiz.de/10003873974
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Estimating default probabilities of CMBS loans with clustering and heavy censoring
Yildirim, Yildiray - In: The journal of real estate finance and economics 37 (2008) 2, pp. 93-111
Persistent link: https://www.econbiz.de/10003735919
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Ignoring spatial and spatiotemporal dependence in the disturbances can make black swans appear grey
Pace, R. Kelley; Calabrese, Raffaella - In: The journal of real estate finance and economics 65 (2022) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10013438598
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Recovery of real estate returns for portfolio allocation
Corgel, John B.; DeRoos, Jan A. - In: The journal of real estate finance and economics 18 (1999) 3, pp. 279-296
Persistent link: https://www.econbiz.de/10001410569
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Thrift conversions and windfall profits : an empirical examination
Pettigrew, Gene R. (contributor) - In: The journal of real estate finance and economics 18 (1999) 3, pp. 323-338
Persistent link: https://www.econbiz.de/10001410579
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Risk and return in real estate
Ross, Stephen A. - In: The journal of real estate finance and economics 4 (1991) 2, pp. 175-190
Persistent link: https://www.econbiz.de/10001331933