International evidence on the predictability of returns to securitized real estate assets: econometric models versus neural networks
Author:
Publisher
Informa UK Limited
Subject
Urban Studies,Geography, Planning and Development
Link
http://www.tandfonline.com/doi/pdf/10.1080/0959991032000109517
Reference5 articles.
1. Connellan, O. and James, H. (1998) Estimated realisation price (ERP) by neural networks: forecasting commercial property values 16, 71-86.
2. Kothari, S.P. and Shanken, J. (1997) Book-to-market, dividend yield, and expected market returns: a time-series analysis, Journal of Financial Economics 44, 169-203.
3. Lizieri, C. and Satchell, S. (1997) Property company performance and real interest rates: a regimeswitching approach Journal of Property Research 14, 85-97.
4. McCue, TE. and Kling, J.L. (1994) Real estate returns and the macroeconomy: some empirical evidence from real estate investment trust data, 1972-1991, Journal of Real Estate Research 9(3), 5-32.
5. Wong, K.C., So, A.T.P. and Hung, YC (2002) Neural network vs. hedonic price model: appraisal of high-density condominiums, in Real Estate Valuation Theory (edited by K. Wang and M.L. Wolverton), KAP, Boston, pp. 181-98
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