Stochastic volatility forecasting of the Finnish housing market
Author:
Affiliation:
1. School of Technology and Innovation, Mathematics and Statistics Unit, University of Vaasa, Vaasa, Finland
Funder
Foundation for Economic Education
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/00036846.2020.1795074
Reference72 articles.
1. Seasonality and Cointegration of Regional House Prices in the UK
2. Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts
3. Modeling and Forecasting Realized Volatility
4. ANALYTICAL EVALUATION OF VOLATILITY FORECASTS*
5. Forecasting financial market volatility: Sample frequency vis-à-vis forecast horizon
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