Long-term co-memories and short-run adjustment: Securitized real estate and stock markets

10.1007/s11146-005-2790-6

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Bibliographic Details
Main Authors:	Liow, K.H., Yang, H.
Other Authors:	REAL ESTATE
Format:	Review
Published:	2013
Subjects:	Fractional cointegration Fractional integrated vector error correction model Long-term co-memories Securitized real estate market Stock market
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/46311
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Institution:	National University of Singapore

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