Estimating serial cross-correlation in real estate returns
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DOI: 10.1002/mde.1027
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References listed on IDEAS
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Cited by:
- Coletta Cuono Massimo & Busato Francesco, 2019. "U.S. REITs: A Financial Economics Review as of 2018," Real Estate Management and Valuation, Sciendo, vol. 27(2), pages 20-32, June.
- 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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