Matches in SemOpenAlex for { <https://semopenalex.org/work/W1565269131> ?p ?o ?g. }
Showing items 1 to 79 of
79
with 100 items per page.
- W1565269131 abstract "Several empirical studies have examined the volatility of either the components or the whole of real estate returns of different sectors, using data sets from a variety of sources. A number of studies looked in detail into the unconditional distributions of returns, such as Young et al (2006), other studies attempted to employ more sophisticated quantitative techniques attempting to support stochastic conditional distributions, such as Patel and Sing (2000), and Fourt et al (2006) looked into asset specific distributions using a large data set. This paper examines separately the stochastic distribution of real estate assets from the distribution of market aggregates, proposing a theoretical explanation for the link between the two. The conditional empirical distribution of each kind of capital returns is then derived by analysing the residuals of a simple first order autoregressive deterministic structure, which may or may not be complemented by higher moment conditionality GARCH family of models. The study examines capital returns of a range of real estate sectors, using both established market indices and transaction based indices that are developed for the needs of the study, and discusses the derived conditional distributions." @default.
- W1565269131 created "2016-06-24" @default.
- W1565269131 creator A5000584849 @default.
- W1565269131 creator A5039085559 @default.
- W1565269131 creator A5062188638 @default.
- W1565269131 creator A5082497178 @default.
- W1565269131 date "2007-01-01" @default.
- W1565269131 modified "2023-09-27" @default.
- W1565269131 title "Conditional Distribution of Real Estate Returns" @default.
- W1565269131 hasPublicationYear "2007" @default.
- W1565269131 type Work @default.
- W1565269131 sameAs 1565269131 @default.
- W1565269131 citedByCount "0" @default.
- W1565269131 crossrefType "posted-content" @default.
- W1565269131 hasAuthorship W1565269131A5000584849 @default.
- W1565269131 hasAuthorship W1565269131A5039085559 @default.
- W1565269131 hasAuthorship W1565269131A5062188638 @default.
- W1565269131 hasAuthorship W1565269131A5082497178 @default.
- W1565269131 hasConcept C101104100 @default.
- W1565269131 hasConcept C10138342 @default.
- W1565269131 hasConcept C106159729 @default.
- W1565269131 hasConcept C110121322 @default.
- W1565269131 hasConcept C134306372 @default.
- W1565269131 hasConcept C149782125 @default.
- W1565269131 hasConcept C159877910 @default.
- W1565269131 hasConcept C162324750 @default.
- W1565269131 hasConcept C17744445 @default.
- W1565269131 hasConcept C199539241 @default.
- W1565269131 hasConcept C23922673 @default.
- W1565269131 hasConcept C2781205572 @default.
- W1565269131 hasConcept C33923547 @default.
- W1565269131 hasConcept C43555835 @default.
- W1565269131 hasConcept C82279013 @default.
- W1565269131 hasConcept C91602232 @default.
- W1565269131 hasConcept C94625758 @default.
- W1565269131 hasConceptScore W1565269131C101104100 @default.
- W1565269131 hasConceptScore W1565269131C10138342 @default.
- W1565269131 hasConceptScore W1565269131C106159729 @default.
- W1565269131 hasConceptScore W1565269131C110121322 @default.
- W1565269131 hasConceptScore W1565269131C134306372 @default.
- W1565269131 hasConceptScore W1565269131C149782125 @default.
- W1565269131 hasConceptScore W1565269131C159877910 @default.
- W1565269131 hasConceptScore W1565269131C162324750 @default.
- W1565269131 hasConceptScore W1565269131C17744445 @default.
- W1565269131 hasConceptScore W1565269131C199539241 @default.
- W1565269131 hasConceptScore W1565269131C23922673 @default.
- W1565269131 hasConceptScore W1565269131C2781205572 @default.
- W1565269131 hasConceptScore W1565269131C33923547 @default.
- W1565269131 hasConceptScore W1565269131C43555835 @default.
- W1565269131 hasConceptScore W1565269131C82279013 @default.
- W1565269131 hasConceptScore W1565269131C91602232 @default.
- W1565269131 hasConceptScore W1565269131C94625758 @default.
- W1565269131 hasLocation W15652691311 @default.
- W1565269131 hasOpenAccess W1565269131 @default.
- W1565269131 hasPrimaryLocation W15652691311 @default.
- W1565269131 hasRelatedWork W1607074368 @default.
- W1565269131 hasRelatedWork W186975995 @default.
- W1565269131 hasRelatedWork W1893624414 @default.
- W1565269131 hasRelatedWork W2023486475 @default.
- W1565269131 hasRelatedWork W2105797022 @default.
- W1565269131 hasRelatedWork W2272196442 @default.
- W1565269131 hasRelatedWork W2610727496 @default.
- W1565269131 hasRelatedWork W2898570674 @default.
- W1565269131 hasRelatedWork W2904464254 @default.
- W1565269131 hasRelatedWork W2972729130 @default.
- W1565269131 hasRelatedWork W3088131653 @default.
- W1565269131 hasRelatedWork W3121283888 @default.
- W1565269131 hasRelatedWork W3123912696 @default.
- W1565269131 hasRelatedWork W3124241219 @default.
- W1565269131 hasRelatedWork W3124504548 @default.
- W1565269131 hasRelatedWork W3124913238 @default.
- W1565269131 hasRelatedWork W3125699735 @default.
- W1565269131 hasRelatedWork W3162728472 @default.
- W1565269131 hasRelatedWork W3203019534 @default.
- W1565269131 hasRelatedWork W337325446 @default.
- W1565269131 isParatext "false" @default.
- W1565269131 isRetracted "false" @default.
- W1565269131 magId "1565269131" @default.
- W1565269131 workType "article" @default.