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The Underlying Return-Generating Factors for REIT Returns: An Application of Independent Component Analysis

Real Estate Economics - United Kingdom
doi 10.1111/j.1540-6229.2007.00201.x
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Abstract

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Categories
AccountingEconomicsEconometricsFinance
Date

December 1, 2007

Authors
Colin LizieriStephen SatchellQi Zhang
Publisher

Wiley


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