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Volatility
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Bollerslev, Tim
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41
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39
Lux, Thomas
39
Aizenman, Joshua
33
Chiarella, Carl
32
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30
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27
Herwartz, Helmut
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Asai, Manabu
25
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Hautsch, Nikolaus
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Ghysels, Eric
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Lucas, André
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Meddahi, Nour
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Schlag, Christian
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Yu, Jun
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Applied economics letters
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Applied mathematical finance
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IMF working papers
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ECONIS (ZBW)
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EconStor
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Spatial market inefficiency in housing market : a spatial quantile regression approach
Chae, Jiyoung
;
Bera, Anil K.
- In:
The journal of real estate finance and economics
69
(
2024
)
1
,
pp. 70-99
Persistent link: https://www.econbiz.de/10015080934
Saved in:
10
Volatility of price indices for heterogeneous goods with applications to the fine art market
Bocart, Fabian Y. R.
;
Hafner, Christian M.
- In:
Journal of applied econometrics
30
(
2015
)
2
,
pp. 291-312
Persistent link: https://www.econbiz.de/10011327602
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