Temporal Aggregation in Real Estate Return Indices

Author:

Geltner David

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Cited by 102 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Price predictability in liquid funds with illiquid underlying assets;Real Estate Economics;2023-10-03

2. Estimating Census Tract House Price Indexes: A New Spatial Dynamic Factor Approach;The Journal of Real Estate Finance and Economics;2023-07-05

3. Price Predictability in Liquid Funds with Illiquid Underlying Assets;SSRN Electronic Journal;2023

4. Is Farmland a Common Risk Factor in Asset Pricing Models?;Journal of Real Estate Portfolio Management;2022-07-03

5. Econometric Issues in Hedonic Property Price Indices: Some Practical Help;Journal of Official Statistics;2022-03-01

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