Uncertainty and daily predictability of housing returns and volatility of the United States : evidence from a higher-order nonparametric causality-in-quantiles test
Elie Bouri, Rangan Gupta, Clement Kweku Kyei, Rinsuna Shivambu
| Year of publication: |
2021
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| Authors: | Bouri, Elie ; Gupta, Rangan ; Kyei, Clement Kweku ; Shivambu, Rinsuna |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 82.2021, p. 200-206
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| Subject: | Higher-order nonparametric causality-in-quantiles test | Housing returns and volatility | Uncertainty | Volatilität | Volatility | USA | United States | Nichtparametrisches Verfahren | Nonparametric statistics | Kapitaleinkommen | Capital income | Risiko | Risk | Immobilienpreis | Real estate price | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2021.09.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013258467