Are Securitized Real Estate Returns more Predictable than Stock Returns?

Camilo Serrano () and Martin Hoesli

The Journal of Real Estate Finance and Economics, 2010, vol. 41, issue 2, 170-192

Keywords: Predictability; Time series models; ARMA–EGARCH; REITs; Securitized real estate; C53; C22; G15 (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (22)

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Working Paper: ARE SECURITIZED REAL ESTATE RETURNS MORE PREDICTABLE THAN STOCK RETURNS? (2008)
Working Paper: Are Securitized Real Estate Returns more Predictable than Stock Returns? (2008)
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DOI: 10.1007/s11146-008-9162-y

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