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Unsmoothing Real Estate Returns: A Regime-Switching Approach

Colin Lizieri, Stephen Satchell and Warapong Wongwachara

Real Estate Economics, 2012, vol. 40, issue 4, 772-804

Date: 2012
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Working Paper: UNSMOOTHING REAL ESTATE RETURNS: A REGIME-SWITCHING APPROACH (2010) Downloads
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Real Estate Economics is currently edited by Crocker Liu, N. Edward Coulson and Walter Torous

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