Comovement of home prices : a conditional copula approach
Lei Hou, Wei Long, and Qi Li
Year of publication: |
2019
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Authors: | Hou, Lei ; Long, Wei ; Li, Qi |
Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 20.2019, 1, p. 297-318
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Subject: | Comovement | Copula | Dependence | Home price | Multivariate Verteilung | Multivariate distribution | Immobilienpreis | Real estate price | Korrelation | Correlation | ARCH-Modell | ARCH model |
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