Daily House Price Indexes: Volatility Dynamics and Longer-Run Predictions
<p>This dissertation presents the construction procedure of “high-frequency” daily measure of changes in housing valuations, and analyzes its return dynamics, as well as investigates its relationship to capital markets. The dissertation consists of three chapters. The first...
| Main Author: | |
|---|---|
| Other Authors: | |
| Published: |
2014
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/10161/8694 |