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Tail Parameters of Stable Distributions Using One Million Observations of Real Estate Returns from Five Continents
19/19 checkable references clean · checked 2026-08-15
Every reference with a DOI or an arXiv id in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
17 with no DOI or arXiv id: not checked. A reference deposited without a DOI is checked only when it names an arXiv id, under that id’s DataCite DOI. The rest are never matched by title or guessed at; they stay outside the checked set, and this line says so.
The 19 checked references that resolve
resolves10.1080/10835547.2001.12089644
Returns and Risk on Real Estate and Other Investments: More Evidence
resolves10.1080/10835547.1997.12089534
Real Estate Portfolio Analysis under Conditions of Non-Normality: The Case of NCREIF
resolves10.1080/10835547.2005.12089714
Real Estate in the Real World: Dealing with Non-Normality and Risk in an Asset Allocation Model
resolves10.1016/j.ejor.2007.08.035
Optimal asset allocation aid system: From “one-size” vs “tailor-made” performance ratio
resolves10.1080/10835547.1997.12090902
The Shape of Australian Real Estate Return Distributions and Comparisons to the United States
resolves10.1080/10835547.2004.12089691
Characteristics of German Real Estate Return Distributions: Evidence from Germany and Comparison to the U.S. and U.K.
resolves10.1080/10835547.1993.12090695
Return Properties of Equity REITs, Common Stocks, and Commercial Real Estate: A Comparison
resolves10.1080/10835547.2012.12089914
Real Estate Return Distributions Using Maximum Likelihood Estimation: New Technology, New Results
resolves10.1007/bf01096940
Real estate is not normal: A fresh look at real estate return distributions
resolves10.1080/10835547.1996.12090845
Systematic Behavior in Real Estate Investment Risk: Performance Persistence in NCREIF Returns
resolves10.1080/09599910600800302
Non‐Normal Real Estate Return Distributions by Property Type in the UK
The 17 references with no DOI or arXiv id, listed, not checked
no DOI — not checkedDistributional analysis of the stocks comprising the dax 30
no DOI — not checkedA new derivation of one formula by levy p
no DOI — not checkedSur les integrales don't les elements sont des variables aleatoires independantes
no DOI — not checkedref18
no DOI — not checkedref19
no DOI — not checkedGerman real estate return distributions: Is there anything normal ?
no DOI — not checkedRevisiting non-normal real estate return distributions by property type in the u.s
no DOI — not checkedEstimation Results for the Total Returns of the Retail Properties Sector Notes: ? and ? are the estimates for the characteristic exponent and the scale parameter of a stable distribution. H takes on a value of 1 when a two-sample Kolmogorov-Smirnov test rejects the null hypothesis that the fitted and empirical cumulative density function for the respective country and year are of the same distribution and 0 otherwise
no DOI — not checkedEstimation Results for the Total Returns of the Other Properties Sector Notes: ? and ? are the estimates for the characteristic exponent and the scale parameter of a stable distribution. H takes on a value of 1 when a two-sample Kolmogorov-Smirnov test rejects the null hypothesis that the fitted and empirical cumulative density function for the respective country and year are of the same distribution and 0 otherwise
no DOI — not checkedEstimation Results for the Income Returns of the Office Properties Sector Notes: ? and ? are the estimates for the characteristic exponent and the scale parameter of a stable distribution. H takes on a value of 1 when a two-sample Kolmogorov-Smirnov test rejects the null hypothesis that the fitted and empirical cumulative density function for the respective country and year are of the same distribution and 0 otherwise
no DOI — not checkedEstimation Results for the Income Returns of the Retail Properties Sector Notes: ? and ? are the estimates for the characteristic exponent and the scale parameter of a stable distribution. H takes on a value of 1 when a two-sample Kolmogorov-Smirnov test rejects the null hypothesis that the fitted and empirical cumulative density function for the respective country and year are of the same distribution and 0 otherwise
no DOI — not checkedH takes on a value of 1 when a two-sample Kolmogorov-Smirnov test rejects the null hypothesis that the fitted and empirical cumulative density function for the respective country and year are of the same distribution and 0 otherwise
no DOI — not checkedEstimation Results for the Capital Gains of the Industry Properties Sector Notes: ? and ? are the estimates for the characteristic exponent and the scale parameter of a stable distribution. H takes on a value of 1 when a two-sample Kolmogorov-Smirnov test rejects the null hypothesis that the fitted and empirical cumulative density function for the respective country and year are of the same distribution and 0 otherwise
no DOI — not checkedEstimation Results for the Capital Gains of the Office Properties Sector Notes: ? and ? are the estimates for the characteristic exponent and the scale parameter of a stable distribution. H takes on a value of 1 when a two-sample Kolmogorov-Smirnov test rejects the null hypothesis that the fitted and empirical cumulative density function for the respective country and year are of the same distribution and 0 otherwise
no DOI — not checkedEstimation Results for the Capital Gains of the Retail Properties Sector Notes: ? and ? are the estimates for the characteristic exponent and the scale parameter of a stable distribution. H takes on a value of 1 when a two-sample Kolmogorov-Smirnov test rejects the null hypothesis that the fitted and empirical cumulative density function for the respective country and year are of the same distribution and 0 otherwise
no DOI — not checkedEstimation Results for the Capital Gains of the Residential Properties Sector Notes: ? and ? are the estimates for the characteristic exponent and the scale parameter of a stable distribution. H takes on a value of 1 when a two-sample Kolmogorov-Smirnov test rejects the null hypothesis that the fitted and empirical cumulative density function for the respective country and year are of the same distribution and 0 otherwise
no DOI — not checkedEstimation Results for the Capital Gains of the Other Properties Sector Notes: ? and ? are the estimates for the characteristic exponent and the scale parameter of a stable distribution. H takes on a value of 1 when a two-sample Kolmogorov-Smirnov test rejects the null hypothesis that the fitted and empirical cumulative density function for the respective country and year are of the same distribution and 0 otherwise
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