From: Price and volatility persistence of the US REITs market
w | T0.4 | T0.45 | T0.5 | T0.55 | T0.6 | T0.65 | T0.7 | T0.75 | T0.76 | T0.79 |
---|---|---|---|---|---|---|---|---|---|---|
Price  index | 0.6736 | 0.5369 | 0.6544 | 0.6068 | 0.3596 | 0.3060 | 0.2381 | 0.2432 | 0.2362 | 0.2327 |
Market  index | 0.6550 | 0.5674 | 0.6127 | 0.6600 | 0.3919 | 0.3034 | 0.2332 | 0.2408 | 0.2408 | 0.2211 |