Risk and predictability of Singapore's private residential market
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References listed on IDEAS
- Takatoshi Ito & Tokuo Iwaisako, 1996. "Explaining Asset Bubbles in Japan," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 14(1), pages 143-193, July.
- Robert F. Engle & Jose Gonzalo Rangel, 2005. "The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes," Working Papers 2005/13, Czech National Bank, Research Department.
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- Xiao, Qin, 2010. "Systemic Stability of Housing and Mortgage Market: From the observable to the unobservable," MPRA Paper 23708, University Library of Munich, Germany.
- Qin Xiao & Yunhua Liu, 2010. "The residential market of Hong Kong: rational or irrational?," Applied Economics, Taylor & Francis Journals, vol. 42(7), pages 923-933.
More about this item
KeywordsFinancial econometrics; Modelling asset price dynamics; Kalman filters; Econometric methodology; Empirical time series analysis;
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