A quantile regression approach and nonlinear analysis with Archimedean copulas to explain the movements of residential real estate prices
Khalid Almeshal and Nader Naifar
| Year of publication: |
2016
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|---|---|
| Authors: | Almeshal, Khalid ; Naifar, Nader |
| Published in: |
Afro-Asian Journal of Finance and Accounting : AAJFA. - Genève [u.a.] : Inderscience Enterprises, ISSN 1751-6447, ZDB-ID 2416800-2. - Vol. 6.2016, 4, p. 374-395
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| Subject: | real estate | quantile regression | copulas models | nonlinear analysis | stock market | monetary policy | macroeconomic variables | Multivariate Verteilung | Multivariate distribution | Schätzung | Estimation | Immobilienpreis | Real estate price | Regressionsanalyse | Regression analysis | Theorie | Theory | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Wohnimmobilien | Residential real estate | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression | Geldpolitik | Monetary policy |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011719674