The role of investor sentiment in forecasting housing returns in China : a machine learning approach
Year of publication: |
2022
|
---|---|
Authors: | Cepni, Oguzhan ; Gupta, Rangan ; Onay, Yigit |
Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 41.2022, 8, p. 1725-1740
|
Subject: | housing prices | Bayesian shrinkage | investor sentiment | time-varying parameter model | Prognoseverfahren | Forecasting model | Immobilienpreis | Real estate price | China | Anlageverhalten | Behavioural finance | Künstliche Intelligenz | Artificial intelligence | Kapitaleinkommen | Capital income | Bayes-Statistik | Bayesian inference | Volatilität | Volatility |
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