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Miles, William - In: The journal of real estate research 30 (2008) 1, pp. 73-90

Persistent link: https://www.econbiz.de/10003855727

Estimation of variance of housing prices using spatial conditional heteroskedasticity (SARCH) model with an application to Boston housing price data

Simlai, Prodosh - In: The quarterly review of economics and finance : journal … 54 (2014) 1, pp. 17-30

Persistent link: https://www.econbiz.de/10010468803

A study on the asymmetric effect to housing market price volatility

Choi, Chasoon - In: International journal of business and economics … 8 (2019) 6, pp. 406-413

Persistent link: https://www.econbiz.de/10012236947

A Study on the Volatility Forecast of the US Housing Market in the 2008 Crisis

Li, Kui-Wai - 2015

This article provides the in-sample estimation and evaluates the out-of-sample conditional mean and volatility forecast … poorly in conditional mean and volatility forecast …

Persistent link: https://www.econbiz.de/10013012057

The US housing market : asset pricing forecasts using time varying coefficients

Guirguis, Hany S.; Giannikos, Christos; Anderson, Randy I. - In: The journal of real estate finance and economics 30 (2005) 1, pp. 33-53

Persistent link: https://www.econbiz.de/10002694049

A study on the main determination of mortgage risk : evidence from reverse mortgage markets

Lee, Chien-chiang; Chen, Kuo-Shing; Shyu, David So-De - In: International journal of financial research 6 (2015) 2, pp. 84-94

Persistent link: https://www.econbiz.de/10011404930

Quantifying the announcement effects in the U.S. lumber futures market

Ismailova, Zarina; Etienne, Xiaoli Liao; Shakya, Shishir; … - In: Journal of forest economics : JFE 35 (2020) 4, pp. 375-395

Persistent link: https://www.econbiz.de/10012630842

Mean and variance equation dynamics : time deformation, GARCH, and a robust analysis of the London housing market

Cook, Steve; Watson, Duncan - In: International journal of finance & economics : IJFE 22 (2017) 4, pp. 304-318

Persistent link: https://www.econbiz.de/10011960361

The role of credit in the Great Moderation : a multivariate GARCH approach

Grydaki, Maria; Bezemer, Dirk Johan - In: Journal of banking & finance 37 (2013) 11, pp. 4615-4626

Persistent link: https://www.econbiz.de/10010248518

Volatilitätseffekte am US-amerikanischen Häusermarkt

Schindler, Felix - 2009

-amerikanischen Häusermarkt die zu anderen Asset-Märkten analogen ARCH-Effekte des Volatility- Clusterings und einer leptokurtischen … Konsequenzen befassen. -- Asset-pricing ; GARCH ; house prices ; house price volatility …

Persistent link: https://www.econbiz.de/10003881343

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