Zobrazeno 1 - 10
of 38
pro vyhledávání: '"Alex Van de Minne"'
Publikováno v:
Real Estate Economics. 51:338-371
Autor:
Marc Francke, Alex Van de Minne
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
SSRN Electronic Journal.
Autor:
Marc Francke, Alex Van de Minne
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
Journal of Real Estate Research, 44(1), 29-55. American Real Estate Society
The general purpose of a dynamic factor model (DFM) is to summarize a large number of time series into a few common factors. Here we explore a number of DFM specifications applied to 80 granular, non-overlapping indexes of commercial property prices
Autor:
Marc Francke, Alex Van de Minne
Publikováno v:
Real Estate Economics, 50(5), 1257-1281. Wiley-Blackwell
We present a mixed frequency repeat sales model for commercial real estate, taking into account changes in net operating income between the date of buying and selling the property. Moreover, we relate monthly private market index asset returns to lag
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0838d33a15ad24443375fa66e731027a
https://dare.uva.nl/personal/pure/en/publications/daily-appraisal-of-commercial-real-estate-a-new-mixed-frequency-approach(16e1b102-9730-48d2-9fe8-64a945035718).html
https://dare.uva.nl/personal/pure/en/publications/daily-appraisal-of-commercial-real-estate-a-new-mixed-frequency-approach(16e1b102-9730-48d2-9fe8-64a945035718).html
In this paper we analyze market segmentation by firm size in the commercial real estate transaction process. Using novel micro-level data, we look at the probability distribution of investors acquiring a specific bundle of real estate characteristics
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::53f41415be249dd54084c3dc403f6874
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
SSRN Electronic Journal.