Assessing the forecasting performance of regime-switching, ARIMA and GARCH models of house prices
Year of publication: |
2003
|
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Authors: | Crawford, Gordon W. ; Fratantoni, Michael C. |
Published in: |
Real estate economics : journal of the American Real Estate and Urban Economics Association. - Malden, MA : Wiley Periodicals, Inc., ISSN 1080-8620, ZDB-ID 1234653-6. - Vol. 31.2003, 2, p. 223-243
|
Subject: | Kalifornien | California | Florida | Massachusetts | Ohio | Texas | Immobilienpreis | Real estate price | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | ARMA-Modell | ARMA model | 1979-2003 |
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