Estimating Real Estate Price Movements for High Frequency Tradable Indexes in a Scarce Data Environment
Indexes of commercial property prices face much scarcer transactions data than housing indexes, yet the advent of tradable derivatives on commercial property places a premium on both high frequency and accuracy of such indexes. The dilemma is that with scarce data a low-frequency return index (such...
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| Format: | Article |
| Language: | English |
| Published: |
Springer Science + Business Media B.V.,
2011-06-29T21:11:09Z.
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| Subjects: | |
| Online Access: | Get fulltext |