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Risk and Structural Instability in US House Prices · Study

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ArticleRisk and Structural Instability in US House Prices

Michail Karoglou2011

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Articlegreen2011

Risk and Structural Instability in US House Prices

Michail Karoglou · Bruce M. Morley · Dennis A. Thomas

23 citations·0/0 files stored·The Journal of Real Estate Finance and Economics

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Housing Market and Economics

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References

1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 1995Journal of the American Statistical Association 1988The Efficiency of the Market for Single-Family Homes 1994Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance 1999Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle 2004Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns 2001Comparing Wealth Effects: The Stock Market Versus the Housing Market 2004Risk and Volatility: Econometric Models and Financial Practice

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Year2011

Typearticle

Published2011-06-27

VenueThe Journal of Real Estate Finance and Economics

ISSN-L0895-5638

Languageen

Citations23

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1007/s11146-011-9332-1

openalex_workW2109999695

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