Modelling house price volatility states in Cyprus with switching ARCH models
Year of publication: |
2017
|
---|---|
Authors: | Savva, Christos S. ; Michail, Nektarios A. |
Publisher: |
Nicosia : University of Cyprus, Department of Economics |
Subject: | Immobilienpreis | Real estate price | Volatilität | Volatility | ARCH-Modell | ARCH model | Zypern | Cyprus | 2001-2016 |
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