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Persistence and predictability in UK house price movements
Schindler, Felix - In: The journal of real estate finance and economics 48 (2014) 1, pp. 132-163
Persistent link: https://www.econbiz.de/10010394079
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Forecasting house prices in the 50 states using Dynamic Model Averaging and Dynamic Model Selection
Bork, Lasse; Møller, Stig Vinther - In: International journal of forecasting 31 (2015) 1, pp. 63-78
Persistent link: https://www.econbiz.de/10011327116
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Predicting housing sales in Turkey using ARIMA, LSTM and hybrid models
Soy Temür, Ayşe; Akgün, Melek; Temür, Günay - In: Journal of business economics and management 20 (2019) 5, pp. 920-938
model, and the fact that all the application models have very close results shows the success of predictability. This is an …
Persistent link: https://www.econbiz.de/10012175928
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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
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The estimation gain in the usage of fractional integration to forecast a vacancy houses level series
Amorin, Anderson Luis Walker; Souza, Adriano Mendonça de; … - In: The empirical economics letters : a monthly … 14 (2015) 1, pp. 25-32
Persistent link: https://www.econbiz.de/10011311313
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Causal relationships between economic policy uncertainty and housing market returns in China and India : evidence from linear and nonlinear panel and time series models
Chow, Sheung Chi; Cuñado Eizaguirre, Juncal; Gupta, Rangan - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 2, pp. 1-15
Persistent link: https://www.econbiz.de/10011897378
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Forecasting volatility and the risk-return tradeoff : an application on the Fama-French benchmark market return
Vafiadis, Nikolaos - In: Journal of time series econometrics 7 (2015) 2, pp. 181-216
Persistent link: https://www.econbiz.de/10011291298
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Is there a risk-return tradeoff in the corporate bond market? : time-series and cross-sectional evidence
Bai, Jennie; Bali, Turan G.; Wen, Quan - In: Journal of financial economics 142 (2021) 3, pp. 1017-1037
Persistent link: https://www.econbiz.de/10012873314
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Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data
Gupta, Rangan; Marfatia, Hardik A.; Olson, Eric - In: Applied economics letters 27 (2020) 16, pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
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Monthly beta forecasting with low-, medium- and high-frequency stock returns
Cenesizoglu, Tolga; Liu, Qianqiu; Reeves, Jonathan J.; … - In: Journal of forecasting 35 (2016) 6, pp. 528-541
Persistent link: https://www.econbiz.de/10011595959