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Applied Economics Volume 53, 2021 - Issue 1

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Research Article

Stochastic volatility forecasting of the Finnish housing market

Josephine DufitinemaSchool of Technology and Innovation, Mathematics and Statistics Unit, University of Vaasa, Vaasa, FinlandCorrespondence[email protected]

https://orcid.org/0000-0001-6716-1229 View further author information

Pages 98-114 | Published online: 26 Jul 2020

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https://doi.org/10.1080/00036846.2020.1795074
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Citations (7)

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Articles from other publishers (7)

Syed Ali Raza & Khaled Guesmi. (2024) Guest editorial: Predictability of housing prices in the times of crises: new trends, methodologies, and techniques. International Journal of Housing Markets and Analysis 17:1, pages 1-7.
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Xiao Jiang, Saralees Nadarajah & Thomas Hitchen. (2023) A Review of Generalized Hyperbolic Distributions. Computational Economics.
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Jiachen Yu. 2023. Proceedings of the 2022 3rd International Conference on E-commerce and Internet Technology (ECIT 2022). Proceedings of the 2022 3rd International Conference on E-commerce and Internet Technology (ECIT 2022) 627 634 .

Shaoyang Song & Feiyue Jing. (2022) Research on Parameter Estimation and Prediction of Sports Financial Market Volatility Model. Mathematical Problems in Engineering 2022, pages 1-7.
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Josephine Dufitinema. (2021) Forecasting the Finnish house price returns and volatility: a comparison of time series models. International Journal of Housing Markets and Analysis 15:1, pages 165-187.
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Tamás Kiss, Hoang Nguyen & Pär Österholm. (2021) Modelling Returns in US Housing Prices—You’re the One for Me, Fat Tails. Journal of Risk and Financial Management 14:11, pages 506.
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Shizhen Wang & David J. Hartzell. (2020) What Influences the Real Estate Price Volatility in Hong Kong: An ARMA-GARCH Analysis. SSRN Electronic Journal.
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