Testing the white noise hypothesis in high-frequency housing returns of the United States
Aviral Kumat Tiwari, Rangan Gupta, Juncal Cunado, Xin Sheng
| Year of publication: |
2020
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|---|---|
| Authors: | Tiwari, Aviral Kumar ; Gupta, Rangan ; Cuñado Eizaguirre, Juncal ; Sheng, Xin |
| Published in: |
Economics and Business Letters : EBL. - Oviedo : Univ., ISSN 2254-4380, ZDB-ID 2708683-5. - Vol. 9.2020, 3, p. 178-188
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| Subject: | blockwise wild bootstrap | randomized block size | serial correlation | weak-form efficiency | white noise test | daily US housing returns | USA | United States | Bootstrap-Verfahren | Bootstrap approach | Kapitaleinkommen | Capital income | Effizienzmarkthypothese | Efficient market hypothesis | Börsenkurs | Share price | Immobilienpreis | Real estate price | Schätzung | Estimation | Noise Trading | Noise trading |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.17811/ebl.9.3.2020.178-188 [DOI] hdl:11159/5023 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012420487