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Tail Parameters of Stable Distributions Using One Million Observations of Real Estate Returns from Five Continents

https://doi.org/10.2139/ssrn.2423258
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/bf01096940openalex-extracted
Real estate is not normal: A fresh look at real estate return distributions
inferredcites →https://doi.org/10.1007/bf02341917openalex-extracted
The role of co-skewness in the pricing of real estate
inferredcites →https://doi.org/10.1007/s11146-007-9048-4openalex-extracted
Revisiting Non-normal Real Estate Return Distributions by Property Type in the U.S.
inferredcites →https://doi.org/10.1016/j.ejor.2007.08.035openalex-extracted
Optimal asset allocation aid system: From “one-size” vs “tailor-made” performance ratio
inferredcites →https://doi.org/10.1016/s0169-7161(96)14015-3openalex-extracted
13 Financial applications of stable distributions
inferredcites →https://doi.org/10.1016/s0378-4266(02)00271-6openalex-extracted
Conditional value-at-risk for general loss distributions
inferredcites →https://doi.org/10.1080/03610918608812563openalex-extracted
Simple consistent estimators of stable distribution parameters
inferredcites →https://doi.org/10.1080/09599910600800302openalex-extracted
Non‐Normal Real Estate Return Distributions by Property Type in the UK
inferredcites →https://doi.org/10.1080/10835547.1993.12090695openalex-extracted
Return Properties of Equity REITs, Common Stocks, and Commercial Real Estate: A Comparison
inferredcites →https://doi.org/10.1080/10835547.1996.12090845openalex-extracted
Systematic Behavior in Real Estate Investment Risk: Performance Persistence in NCREIF Returns
inferredcites →https://doi.org/10.1080/10835547.1997.12089534openalex-extracted
Real Estate Portfolio Analysis under Conditions of Non-Normality: The Case of NCREIF
inferredcites →https://doi.org/10.1080/10835547.1997.12090902openalex-extracted
The Shape of Australian Real Estate Return Distributions and Comparisons to the United States
inferredcites →https://doi.org/10.1080/10835547.2001.12089644openalex-extracted
Returns and Risk on Real Estate and Other Investments: More Evidence
inferredcites →https://doi.org/10.1080/10835547.2004.12089691openalex-extracted
Characteristics of German Real Estate Return Distributions: Evidence from Germany and Comparison to the U.S. and U.K.
inferredcites →https://doi.org/10.1080/10835547.2005.12089714openalex-extracted
Real Estate in the Real World: Dealing with Non-Normality and Risk in an Asset Allocation Model
inferredcites →https://doi.org/10.1080/10835547.2011.12089900openalex-extracted
German Real Estate Return Distributions: Is There Anything Normal?
inferredcites →https://doi.org/10.1080/10835547.2012.12089914openalex-extracted
Real Estate Return Distributions Using Maximum Likelihood Estimation: New Technology, New Results
inferredcites →https://doi.org/10.1086/294632openalex-extracted
The Variation of Certain Speculative Prices
inferredcites →https://doi.org/10.1086/294633openalex-extracted
Mandelbrot and the Stable Paretian Hypothesis
inferredcites →https://doi.org/10.1086/294743openalex-extracted
The Behavior of Stock-Market Prices
inferredcites →https://doi.org/10.1287/mnsc.11.3.404openalex-extracted
Portfolio Analysis in a Stable Paretian Market
inferredcites →https://doi.org/10.2139/ssrn.267256openalex-extracted
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