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Spatial dependence, idiosyncratic risk, and the valuation of disaggregated housing data
Simlai, Prodosh - In: The journal of real estate finance and economics 57 (2018) 2, pp. 192-230
Persistent link: https://www.econbiz.de/10012038861
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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
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Hedonic pricing models and residual house price volatility
Lisi, Gaetano - In: Letters in spatial and resource sciences : LSRS 12 (2019) 2, pp. 133-142
Persistent link: https://www.econbiz.de/10012109680
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Empirical estimation of the option premium residential redevelopment
Clapp, John M.; Salavei Bardos, Katsiaryna; Wong, Siu Kei - In: Regional science & urban economics 42 (2012) 1/2, pp. 240-256
Persistent link: https://www.econbiz.de/10009621677
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Appraisal quality and residential mortgage default : evidence from Alaska
LaCour-Little, Michael; Malpezzi, Stephen - In: The journal of real estate finance and economics 27 (2003) 2, pp. 211-233
Persistent link: https://www.econbiz.de/10001788897
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Valuing Urban Land with Land Residual and Option Value Methods : Applications to House Price Dynamics and Volatility
Clapp, John M. - 2020
structure. We introduce a new land valuation method based on option value theory: land residual estimates are nested in the …
Persistent link: https://www.econbiz.de/10012832236
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Price jump risk in the US housing market
Webb, Robert I.; Yang, Jian; Zhang, Jin - In: The journal of real estate finance and economics 53 (2016) 1, pp. 29-49
Persistent link: https://www.econbiz.de/10011647445
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The accuracy of homeowners' valuations in the twenty-first century
Dreesen, Stijn; Damen, Sven - In: Empirical economics : a quarterly journal of the … 65 (2023) 1, pp. 513-566
Persistent link: https://www.econbiz.de/10014329061
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Spatial GARCH : A Spatial Approach to Multivariate Volatility Modeling
Borovkova, Svetlana - 2012
This paper introduces a new approach to modelling the conditional variance in a multivariate setting. It is essentially a combination of the popular GARCH model class with a spatial component, inspired by generalized space-time models. The resulting spatial GARCH model takes into account both...
Persistent link: https://www.econbiz.de/10013097898
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Spatial spillover effects and risk contagion around G20 stock markets based on volatility network
Zhang, Weiping; Zhuang, Xintian; Lu, Yang - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012659562