Fundamentals and the volatility of real estate prices in China : a sequential modelling strategy
Yongheng Deng, Eric Girardin, Roselyne Joyeux
| Year of publication: |
2018
|
|---|---|
| Authors: | Deng, Yongheng ; Girardin, Eric ; Joyeux, Roselyne |
| Published in: |
China economic review : an international journal. - Amsterdam [u.a.] : Elsevier, ISSN 1043-951X, ZDB-ID 1117248-4. - Vol. 48.2018, p. 205-222
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| Subject: | Bubbles | China | Conditional variance | Housing prices | MIDAS | Volatilität | Volatility | Immobilienpreis | Real estate price | Spekulationsblase | ARCH-Modell | ARCH model | Immobilienmarkt | Real estate market | Shanghai | Einheitswurzeltest | Unit root test | Hongkong | Hong Kong |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.chieco.2016.10.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012008079