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Errors in variables, links between variables and recovery of volatility information in appraisal-based real estate return indexes

Authors :
Wang, Peijie
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