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Errors in variables, links between variables and recovery of volatility information in appraisal-based real estate return indexes
- Source :
- Real Estate Economics. Winter, 2006, Vol. 34 Issue 4, p497, 22 p.
- Publication Year :
- 2006
-
Abstract
- The present article proposes a multivariate approach to unsmoothing appraisal-based real estate return indexes to recover the true market volatility information in real estate returns. It scrutinizes the role played [...]
Details
- Language :
- English
- ISSN :
- 10808620
- Volume :
- 34
- Issue :
- 4
- Database :
- Gale General OneFile
- Journal :
- Real Estate Economics
- Publication Type :
- Academic Journal
- Accession number :
- edsgcl.156554800