Housing prices and investor sentiment dynamics : evidence from China using a wavelet approach
Yun Hong, Yi Li
| Year of publication: |
2020
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|---|---|
| Authors: | Hong, Yun ; Yi, Li |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 35.2020, p. 1-10
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| Subject: | DCC-GARCH model | Housing prices | Investor sentiment | Wavelet method | China | Immobilienpreis | Real estate price | Zustandsraummodell | State space model | Anlageverhalten | Behavioural finance | Prognoseverfahren | Forecasting model | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2019.09.015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012438409