Unsmoothing Real Estate Returns: A Regime-Switching Approach
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- Colin Lizieri & Stephen Satchell & Warapong Wongwachara, 2012. "Unsmoothing Real Estate Returns: A Regime-Switching Approach," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 40(4), pages 772-804, December.
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- repec:bla:abacus:v:53:y:2017:i:3:p:319-348 is not listed on IDEAS
- Pin-te Lin & Franz Fuerst, 2014. "The integration of direct real estate and stock markets in Asia," Applied Economics, Taylor & Francis Journals, vol. 46(12), pages 1323-1334, April.
- McKenzie, Michael & Satchell, Stephen & Wongwachara, Warapong, 2014. "Converting true returns into reported returns: A general theory of linear smoothing and anti-smoothing," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 215-229.
More about this item
- R3 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location
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