Testing for Long Memory in REIT Returns
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References listed on IDEAS
- Richard K. Green & Susan M. Wachter, 2007. "The housing finance revolution," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 21-67.
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KeywordsREITs; Long Memory; Wavelets; Fractional Integration; NAREIT; Daubechies; Haar;
- L85 - Industrial Organization - - Industry Studies: Services - - - Real Estate Services
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