Signal extraction with Kalman Filter: A study of the Hong Kong property price bubbles

Urban Studies

Volumn 44, Issue 4, 2007, Pages 865-888

  Xiao, Qin ^a   Tan, Gee Kwang Randolph ^a  

^a NANYANG TECHNOLOGICAL UNIVERSITY   (Singapore)

Author keywords

[No Author keywords available]

Indexed keywords

EMPIRICAL ANALYSIS; KALMAN FILTER; PRICE DYNAMICS; PROPERTY MARKET;

ASIA; CHINA; EURASIA; FAR EAST; HONG KONG;

EID: 34247205249     PISSN: 00420980     EISSN: 1360063X     Source Type: Journal    
DOI: 10.1080/00420980601185650     Document Type: Article

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