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  • Search: subject:"Conditional variance models"
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ARCH model 1 ARCH-Modell 1 Analysis of variance 1 CAPM 1 Capital income 1 Cash Flow 1 Cash flow 1 Conditional variance models 1 Discounting 1 Diskontierung 1 Estimation 1 Forecasting model 1 House price 1 Istanbul housing market 1 Kapitaleinkommen 1 Prognoseverfahren 1 Schätzung 1 Theorie 1 Theory 1 Turkey 1 Varianzanalyse 1 Volatility 1 Volatility clustering 1 conditional market variance 1 forecasting 1 multivariate conditional variance models 1 return decomposition 1
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1 research-article 1
Language
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English 2
Author
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Cenesizoglu, Tolga 1 Coskun, Yener 1 Ertugrul, Hasan Murat 1 Ibrushi, Denada 1
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Journal of European Real Estate Research 1 Journal of financial econometrics 1
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ECONIS (ZBW) 1 Other ZBW resources 1
Showing 1 - 2 of 2
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Time variation in cash flows and discount rates
Cenesizoglu, Tolga; Ibrushi, Denada - In: Journal of financial econometrics 21 (2023) 5, pp. 1557-1589
Persistent link: https://www.econbiz.de/10014444702
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House price return volatility patterns in Turkey, Istanbul, Ankara and Izmir
Coskun, Yener; Ertugrul, Hasan Murat - In: Journal of European Real Estate Research 9 (2016) 1, pp. 26-51
uses conditional variance models, namely, ARCH, GARCH and E-GARCH. As the supportive approach for the discussions, we also …
Persistent link: https://www.econbiz.de/10014862750
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