The US housing market : asset pricing forecasts using time varying coefficients
Year of publication: |
2005
|
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Authors: | Guirguis, Hany ; Giannikos, Christos ; Anderson, Randy I. |
Published in: |
The journal of real estate finance and economics. - Dordrecht : Springer, ISSN 0895-5638, ZDB-ID 1073289-5. - Vol. 30.2005, 1, p. 33-53
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Subject: | Immobilienmarkt | Real estate market | Effizienzmarkthypothese | Efficient market hypothesis | Immobilienpreis | Real estate price | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | USA | United States | Wohnimmobilien | Residential real estate | Zustandsraummodell | State space model | 1974-1998 |
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