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The Fractal Structure of Real Estate Investment Trust Returns: The Search for Evidence of Market Segmentation and Nonlinear Dependency

Brent W. Ambrose, Esther Weinstock Ancel, Mark D. Griffiths
Year1992
VenueReal Estate Economics
Typearticle
Citations121
DOI10.1111/1540-6229.00571
OpenAlexW1974927274

Topics

Complex Systems and Time Series AnalysisReal estateRandom walkEconomicsFinancial economicsCapitalization rate