Estimating serial cross-correlation in real estate returns
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References listed on IDEAS
- Carmelo Giaccotto & John Clapp, 1992. "Appraisal-Based Real Estate Returns under Alternative Market Regimes," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 20(1), pages 1-24.
- N/A, 1991. "Appraisal," National Institute Economic Review, National Institute of Economic and Social Research, vol. 138(1), pages 3-5, November.
- Glosten, Lawrence R & Jagannathan, Ravi & Runkle, David E, 1993.
" On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks,"
Journal of Finance,
American Finance Association, vol. 48(5), pages 1779-1801, December.
- Lawrence R. Glosten & Ravi Jagannathan & David E. Runkle, 1993. "On the relation between the expected value and the volatility of the nominal excess return on stocks," Staff Report 157, Federal Reserve Bank of Minneapolis.
- David Geltner, 1989. "Bias in Appraisal-Based Returns," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 17(3), pages 338-352.
- Ross, Stephen A & Zisler, Randall C, 1991. "Risk and Return in Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 4(2), pages 175-190, June.
- Geltner, David Michael, 1991. "Smoothing in Appraisal-Based Returns," The Journal of Real Estate Finance and Economics, Springer, vol. 4(3), pages 327-345, September.
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- De Santis, Paola & Drago, Carlo, 2014.
"Asimmetria del rischio sistematico dei titoli immobiliari americani: nuove evidenze econometriche
[Systematic Risk Asymmetry of the American Real Estate Securities: Some New Econometric Evidence]," MPRA Paper 59381, University Library of Munich, Germany.
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