Investigating the links between UK house prices and share prices with copulas
Year of publication: |
2023
|
---|---|
Authors: | Bissoondeeal, Rakesh K. ; Tsiaras, Leonidas |
Published in: |
The journal of real estate finance and economics. - New York, NY [u.a.] : Springer Science + Business Media B.V., ISSN 1573-045X, ZDB-ID 2018867-5. - Vol. 67.2023, 3, p. 423-452
|
Subject: | Copulas | Housing market | Regions | Stock market | Multivariate Verteilung | Multivariate distribution | Immobilienpreis | Real estate price | Aktienmarkt | Wohnungsmarkt | Immobilienmarkt | Real estate market | Börsenkurs | Share price | Volatilität | Volatility |
-
The links between regional house prices and share prices in the UK
Bissoondeeal, Rakesh K., (2021)
-
Yang, Jin Yong, (2013)
-
Chiang, Ming-Chu, (2020)
- More ...
-
Volatility forecasts embedded in the prices of crude‐oil options
Gilder, Dudley, (2020)
-
The forecast performance of competing implied volatility measures: the case of individual stocks
Tsiaras, Leonidas, (2009)
-
Essays in financial econometrics
Tsiaras, Leonidas, (2010)
- More ...