The dynamic correlation and volatility of real estate price and rental : an application of MSV model
Eddie Chi-Man Hui and Xian Zheng
| Year of publication: |
2012
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|---|---|
| Authors: | Hui, Eddie Chi Man ; Zheng, Xian |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 44.2012, 22/24, p. 2985-2995
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| Subject: | Immobilienpreis | Real estate price | Miete | Rent | Volatilität | Volatility | Korrelation | Correlation | ARCH-Modell | ARCH model | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Hongkong | Hong Kong | 1993-2008 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009616382