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Long-range dependence in the returns and volatility of the Finnish housing market
(Emerald, 2019-12-19)
- article
Purpose - The purpose of this paper is to examine the evidence of long-range dependence behaviour in both house price returns and volatility for fifteen main regions in Finland over the period of 1988:Q1 to 2018:Q4. These ...
Forecasting the Finnish house price returns and volatility : a comparison of time series models
(Emerald, 2021-04-11)
- article
Purpose
The purpose of this paper is to compare different models’ performance in modelling and forecasting the Finnish house price returns and volatility.
Design/methodology/approach
The competing models are the ...
Volatility clustering, risk-return relationship and asymmetric adjustment in the Finnish housing market
(Emerald, 2020-02-24)
- article
Purpose - 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 ...