Risk and predictability of Singapore's private residential market
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DOI: 10.1080/14697680903236113
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References listed on IDEAS
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Cited by:
- 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.
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Keywords
Financial econometrics; Modelling asset price dynamics; Kalman filters; Econometric methodology; Empirical time series analysis;All these keywords.
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