Multi-scale causality and extreme tail inter-dependence among housing prices
Sang Hoon Kang, Gazi Salah Uddin, Ali Ahmed, Seong-Min Yoon
| Year of publication: |
2018
|
|---|---|
| Authors: | Kang, Sang Hoon ; Uddin, Mohammed Gazi Salah ; Ahmed, Ali M. ; Yoon, Seong-min |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 70.2018, p. 301-309
|
| Subject: | Housing prices | Inter-dependence | Multi-scale causality | Non-parametric copula test | Tail distribution | Immobilienpreis | Real estate price | Kausalanalyse | Causality analysis | Statistische Verteilung | Statistical distribution | Schätzung | Estimation | Nichtparametrisches Verfahren | Nonparametric statistics | Multivariate Verteilung | Multivariate distribution | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2017.11.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012027930