Spatial dependence, idiosyncratic risk, and the valuation of disaggregated housing data
Year of publication: |
2018
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Authors: | Simlai, Prodosh |
Published in: |
The journal of real estate finance and economics. - Dordrecht : Springer, ISSN 0895-5638, ZDB-ID 1073289-5. - Vol. 57.2018, 2, p. 192-230
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Subject: | Housing price model | Idiosyncratic risk | Prediction | SARCH-M model | Spatial regression | Immobilienpreis | Real estate price | Risiko | Risk | Schätzung | Estimation | Theorie | Theory | Hedonischer Preisindex | Hedonic price index | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Räumliche Verteilung | Spatial distribution | Räumliche Interaktion | Spatial interaction | CAPM | Regressionsanalyse | Regression analysis |
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