Similar Search Results

Narrow search

Exponentially Smoothing the Skewed Laplace Distribution for Value‐at‐Risk Forecasting

Gerlach, Richard; Lu, Zudi; Huang, Hai - In: Journal of Forecasting 32 (2013) 6, pp. 534-550

Persistent link: https://www.econbiz.de/10011006254

Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis

Chen, Cathy W.S.; Gerlach, Richard; Lin, Edward M. H.; … - In: Journal of Forecasting 31 (2012) 8, pp. 661-687

Persistent link: https://www.econbiz.de/10011006259

Relationships between Australian Real Estate and Stock Market Prices--A Case of Market Inefficiency.

Okunev, John; Wilson, Patrick; Zurbruegg, Ralf - In: Journal of Forecasting 21 (2002) 3, pp. 181-92

This paper explores the relationship between the Australian real estate and equity market between 1980 and 1999. The results from this study show three specific outcomes that extend the current literature on real estate finance. First, it is shown that structural shifts in stock and property...

Persistent link: https://www.econbiz.de/10005635585