The Conditional Distribution of Real Estate Returns: Are Higher Moments Time Varying?

Journal of Real Estate Finance and Economics

Volumn 26, Issue 2-3, 2003, Pages 319-339

  Bond, Shaun A ^a   Patel, Kanak ^a  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

Commercial property returns; Conditional skewness; GARCH; Lower partial moments

Indexed keywords

EID: 0037245473     PISSN: 08955638     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1022939127383     Document Type: Conference Paper

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