Modelling UK house prices with structural breaks and conditional variance analysis
Year of publication: |
2019
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Authors: | Begiazi, Kyriaki ; Katsiampa, Paraskevi |
Published in: |
The journal of real estate finance and economics. - Dordrecht : Springer, ISSN 0895-5638, ZDB-ID 1073289-5. - Vol. 58.2019, 2, p. 290-309
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Subject: | UK regions | House prices | Structural break | Volatility | MGARCH | BEKK | Strukturbruch | Immobilienpreis | Real estate price | Volatilität | Großbritannien | United Kingdom | Schätzung | Estimation | Immobilienmarkt | Real estate market |
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