-
1
-
-
0001062383
-
Studies of Stock Market Volatility Changes
-
Meetings of the American Statistical Association, Business and Economics Statistics Section
-
Black, F. Studies of Stock Market Volatility Changes. Proceedings of the 1976 Meetings of the American Statistical Association, Business and Economics Statistics Section, 1976, 177-81.
-
(1976)
Proceedings of the
, pp. 177-181
-
-
Black, F.1
-
2
-
-
42449156579
-
Generalized Autoregressive Conditional Heteroscedasticity
-
Bollerslev, T. Generalized Autoregressive Conditional Heteroscedasticity. Journal of Econometrics, 1986, 31, 307-27.
-
(1986)
Journal of Econometrics
, vol.31
, pp. 307-327
-
-
Bollerslev, T.1
-
3
-
-
0024569535
-
The Efficiency of the Market for Single-Family Homes
-
Case, K. and R. Schiller. The Efficiency of the Market for Single-Family Homes. American Economic Review, 1989, 79, 125-37.
-
(1989)
American Economic Review
, vol.79
, pp. 125-137
-
-
Case, K.1
Schiller, R.2
-
4
-
-
33748696468
-
Volatility Clustering in Financial Markets: Empirical Facts and Agent-Based Models
-
A. Kirman and G. Teyssiere Eds, Springer
-
Cont, R. Volatility Clustering in Financial Markets: Empirical Facts and Agent-Based Models. In A. Kirman and G. Teyssiere (Eds.), Long Memory in Economics. Springer, 2006.
-
(2006)
Long Memory in Economics
-
-
Cont, R.1
-
5
-
-
14944346797
-
Assessing the Forecasting Performance of Regime-Switching, ARIMA and GARCH Models of House Prices
-
Crawford, G. and M. Fratantoni. Assessing the Forecasting Performance of Regime-Switching, ARIMA and GARCH Models of House Prices. Real Estate Economics, 2003, 31, 223-43.
-
(2003)
Real Estate Economics
, vol.31
, pp. 223-243
-
-
Crawford, G.1
Fratantoni, M.2
-
6
-
-
0141575495
-
Efficient Mortgage Default Option Exercise: Evidence from Loan Loss Severity
-
Crawford, G. and E. Rosenblatt. Efficient Mortgage Default Option Exercise: Evidence from Loan Loss Severity. Journal of Real Estate Research, 1995, 10, 543-55.
-
(1995)
Journal of Real Estate Research
, vol.10
, pp. 543-555
-
-
Crawford, G.1
Rosenblatt, E.2
-
7
-
-
0031321757
-
Temporal and Spatial Information Diffusion in Real Estate Price Changes and Variances
-
Dolde, W. and D. Tirtiroglu. Temporal and Spatial Information Diffusion in Real Estate Price Changes and Variances. Real Estate Economics, 1997, 25, 539-65.
-
(1997)
Real Estate Economics
, vol.25
, pp. 539-565
-
-
Dolde, W.1
Tirtiroglu, D.2
-
8
-
-
0000051984
-
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
-
Engle, R. Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation. Econometrica, 1982, 50, 987-1007.
-
(1982)
Econometrica
, vol.50
, pp. 987-1007
-
-
Engle, R.1
-
9
-
-
0001264648
-
Estimating Time Varying Risk Premia in the Term Structure: The ARCH-M Model
-
Engle, R., D. Lilien, and R. Robbins. Estimating Time Varying Risk Premia in the Term Structure: The ARCH-M Model. Econometrica, 1987, 55, 391-407.
-
(1987)
Econometrica
, vol.55
, pp. 391-407
-
-
Engle, R.1
Lilien, D.2
Robbins, R.3
-
12
-
-
84993601065
-
On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
-
Glosten, L., R. Jagannathan, and D. Runkle. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks. Journal of Finance, 1993, 68, 1779-1801.
-
(1993)
Journal of Finance
, vol.68
, pp. 1779-1801
-
-
Glosten, L.1
Jagannathan, R.2
Runkle, D.3
-
13
-
-
1642430371
-
The Predictability of House Prices
-
Gu, A. The Predictability of House Prices. Journal of Real Estate Research, 2002, 24, 213-34.
-
(2002)
Journal of Real Estate Research
, vol.24
, pp. 213-234
-
-
Gu, A.1
-
14
-
-
41449108772
-
Improving Parametric Mortgage Prepayment Models with Non-Parametric Kernel Regression
-
LaCour-Little, M., M. Marschoun, and C. Maxam. Improving Parametric Mortgage Prepayment Models with Non-Parametric Kernel Regression. Journal of Real Estate Research, 2002, 24, 299-328.
-
(2002)
Journal of Real Estate Research
, vol.24
, pp. 299-328
-
-
LaCour-Little, M.1
Marschoun, M.2
Maxam, C.3
-
16
-
-
0031411833
-
Booms and Busts in the UK Housing Market
-
Muellbauer, J. and A. Murphy. Booms and Busts in the UK Housing Market. The Economic Journal, 1997, 107, 1701-27.
-
(1997)
The Economic Journal
, vol.107
, pp. 1701-1727
-
-
Muellbauer, J.1
Murphy, A.2
-
17
-
-
4043070853
-
Real Asset Ownership and the Risk and Return to Stockholders
-
Seiler, M., A. Chatrath, and J.R. Webb. Real Asset Ownership and the Risk and Return to Stockholders. Journal of Real Estate Research, 2001, 22, 199-212.
-
(2001)
Journal of Real Estate Research
, vol.22
, pp. 199-212
-
-
Seiler, M.1
Chatrath, A.2
Webb, J.R.3
-
18
-
-
3542993331
-
Real Estate Mutual Funds: Performance and Persistence
-
Yan Lin, C. and K. Yung. Real Estate Mutual Funds: Performance and Persistence. Journal of Real Estate Research, 2004, 26, 69-94.
-
(2004)
Journal of Real Estate Research
, vol.26
, pp. 69-94
-
-
Yan Lin, C.1
Yung, K.2
|