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~isPartOf:"International journal of finance & economics : IJFE"
~person:"Huang, MeiChi"
~subject:"Anlageverhalten"
~subject:"Betafaktor"
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Anlageverhalten
Betafaktor
Bayes-Statistik
1
Bayesian inference
1
Bayesian model averaging with stochastic break betas and stochastic break volatility (BMA-SBB-SBV)
1
Beta risk
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CAPM
1
Credit risk
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Estimation
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Housing market
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Immobilienmarkt
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Immobilienpreis
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Kreditrisiko
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Portfolio selection
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Portfolio-Management
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Real estate market
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Real estate price
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Risiko
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Risikoprämie
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Risk
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Risk premium
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Schätzung
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Stochastic process
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Stochastischer Prozess
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Structural break
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Strukturbruch
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Volatility
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Volatilität
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Wohnungsmarkt
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credit risk factor
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liquidity risk factor
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state-level housing risk premium
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Huang, MeiChi
Alhenawi, Yasser
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International journal of finance & economics : IJFE
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Time-varying roles of housing risk factors in state-level housing markets
Huang, MeiChi
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4660-4683
Persistent link: https://www.econbiz.de/10013461371
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