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The role of copulas in the housing crisis
Zimmer, David M. - In: The review of economics and statistics 94 (2012) 2, pp. 607-620
Persistent link: https://www.econbiz.de/10009660686
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Time-varying correlation in housing prices
Zimmer, David M. - In: The journal of real estate finance and economics 51 (2015) 1, pp. 86-100
Persistent link: https://www.econbiz.de/10011474934
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Flexible estimation of copulas : an application to the US housing crisis
Ho, Anson T. Y.; Huynh, Kim P.; Jacho-Chávez, David T. - In: Journal of applied econometrics 31 (2016) 3, pp. 603-610
Persistent link: https://www.econbiz.de/10011642661