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...onship of returns to a market benchmark. Fits a linear model and overlays the resulting model. Also overlays a Loess line for comparison. Return.read Wrapper of 'read.zoo' with some defaults for different date formats and frequencies. Return.Geltner Calculate Geltner liquidity-risk-adjusted return series. David Geltner developed a method to remove estimating/liquidity bias in real estate index returns. It has since been applied to other return series that show autocorrelation or illiquidity effects...

...onship of returns to a market benchmark. Fits a linear model and overlays the resulting model. Also overlays a Loess line for comparison. Return.read Wrapper of 'read.zoo' with some defaults for different date formats and frequencies. Return.Geltner Calculate Geltner liquidity-risk-adjusted return series. David Geltner developed a method to remove estimating/liquidity bias in real estate index returns. It has since been applied to other return series that show autocorrelation or illiquidity effects...