Markov Switching Dynamics in REIT Returns: Univariate and Multivariate Evidence on Forecasting Performance

C-Tier

Journal: Real Estate Economics

Year: 2014

Volume: 42

Issue: 2

Pages: 279-342

Authors (3)

Brad Case (not in RePEc) Massimo Guidolin (Università Commerciale Luigi B...) Yildiray Yildirim (not in RePEc)

Score contribution per author:

0.336 = (α=2.02 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count