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Risk estimation and appraisal-smoothing in UK property returns

Newell, G.

Risk estimation and appraisal-smoothing in UK property returns - 1996 - Journal of Property Research 13(1) March 1996, 1-12(12) .

Sets out to develop a formula to adjust for appraisal-smoothing and temporal aggregation using the IPD monthly return indices from 1987-1992.

Subjects--Topical Terms:
IPD MONTHLY INDEX
IPD
PROPERTY INDICES
PROPERTY RETURNS
RISK ESTIMATION
TEMPORAL AGGREGATION

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