"housing market" - Selaus asiasanan mukaanArtikkelit
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Stochastic volatility forecasting of the Finnish housing market
(Taylor & Francis, 26.07.2020)
articleThe purpose of the article is to assess the in-sample fit and the out-of-sample forecasting performances of four stochastic volatility (SV) models in the Finnish housing market. The competing models are the vanilla SV, the ... -
Volatility clustering, risk-return relationship and asymmetric adjustment in the Finnish housing market
(Emerald, 24.02.2020)
articlePurpose - The purpose of this paper is to examine whether the house prices in Finland share financial characteristics with assets such as stocks. The studied regions are 15 main regions in Finland over the period of ...
