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The housing market is complex, multidimensional and depends on the variability of external factors and the amount of information available to the agents involved in the process. Despite the challenges associated to this theme, its relevance in the socioeconomic and territorial context, sustains...
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This article provides the in-sample estimation and evaluates the out-of-sample conditional mean and volatility forecast …-sample estimation but poorly in the out-of-sample forecast. For the post-crisis out-of-sample forecasts, all models naturally performed … poorly in conditional mean and volatility forecast …
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