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Journal of Property Research Volume 18, 2001 - Issue 3
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Original Articles

A note on the effects of serial cross correlation

Gerald R. Brown
Pages 249-257 | Published online: 09 Dec 2010

REFERENCES

  • Brown, G.R. and Matysiak, G.A. (1997) A note on the periodic conversion of measures of risk, Journal of Property Research13, 13-16.
  • Brown, G.R. and Matysiak, G.A. (2000a) Sticky valuations, aggregation effects and property indices, Journal of Real Estate Finance and Economics 20, 49-66.
  • Brown, G.R. and Matysiak, G.A. (2000b) Real Estate Investment. A Capital Market Approach, Financial Times Prentice Hall, Harlow, UK.
  • Cohen, K.J., Maier, S.F., Schwartz, R.A. and Whitcomb, O.K. (1986) The Microstructure of Securities Markets, Prentice Hall, Englewood Cliffs, New Jersey, USA.
  • Efron, B. and Tibshirani, R. (1993) An Introducation to the Bootstrap, Chapman and Hall, London, UK.
  • Gallimore, P. (1999) Guest editorial: Behavioural real estate analysis, Journal of Property Investement and Finance 17(4), 319-412
  • Hawawini, G. (1978) A note on temporal aggregation and serial correlation, Economic Letters 1, 237-42.
  • Hawawini, G. (1983) Why beta shifts as the return interval changes, Financial Analysis Journal May-June, 73-77.

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