Fundamentals and the volatility of real estate prices in China : a sequential modelling strategy
Year of publication: |
2015
|
---|---|
Authors: | Deng, Yongheng ; Girardin, Eric ; Joyeux, Roselyne |
Publisher: |
Hong Kong : Hong Kong Inst. for Monetary Research |
Subject: | Beijing | Volatilität | Volatility | Immobilienpreis | Real estate price | Immobilienmarkt | Real estate market | ARCH-Modell | ARCH model | Einheitswurzeltest | Unit root test | Shanghai | 2005-2013 |
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