International evidence on the predictability of return to securitized real estate assets: Econometric models versus neural networks

Journal of Property Research

Volumn 20, Issue 2, 2003, Pages 133-155

  Brooks, Chris ^a   Tsolacos, Sotiris ^b  

^a UNIVERSITY OF READING   (United Kingdom)

^b JONES LANG LASALLE   (United States)

Author keywords

Forecasting; Neural networks; Real estate returns; Vector autoregressive models

Indexed keywords

ECONOMETRICS; FORECASTING METHOD; INTERNATIONAL COMPARISON; PROPERTY MARKET;

EUROPE;

EID: 0141671708     PISSN: 09599916     EISSN: None     Source Type: Journal    
DOI: 10.1080/0959991032000109517     Document Type: Article

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