Dufitinema, Josephine; Pynnönen, Seppo - In: Journal of European Real Estate Research 13 (2019) 1, pp. 29-54
Purpose: The purpose of this paper is to examine the evidence of long-range dependence behaviour in both house price returns and volatility for fifteen main regions in Finland over the period of 1988:Q1 to 2018:Q4. These regions are divided geographically into 45 cities and sub-areas according...