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Using non-linear tests to examine integration between real estate and equity markets

Okunev, John; Wilson, Patrick James - 1995

Persistent link: https://www.econbiz.de/10000948900

Unit root testing with known and unknown structural breaks in property and equity markets

Wilson, Patrick James; Okunev, John - 1996

Persistent link: https://www.econbiz.de/10000985536

Regime switches in property market risk premiums : some international comparisons

Wilson, Patrick James; Okunev, John; Hutcheson, Tiffany - 1998

Persistent link: https://www.econbiz.de/10000994535

Using nonlinear tests to examine integration between real estate and stock markets

Okunev, John - In: Real estate economics : journal of the American Real … 25 (1997) 3, pp. 487-503

Persistent link: https://www.econbiz.de/10001228423

Step interventions and market integration : tests in the US, UK, and Australian property markets

Wilson, Patrick James - In: The journal of real estate finance and economics 16 (1998) 1, pp. 91-123

Persistent link: https://www.econbiz.de/10001235453

Continuous Time Model Estimation

Chiarella, Carl; Gao, Shenhuai - Finance Discipline Group, Business School - 2004

This paper introduces an easy to follow method for continuous time model estimation. It serves as an introduction on how to convert a state space model from continuous time to discrete time, how to decompose a hybrid stochastic model into a trend model plus a noise model, how to estimate the...

Persistent link: https://www.econbiz.de/10004970481