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Research Article

Stochastic volatility forecasting of the Finnish housing market

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Figures & data

Figure 1. The house price movement – Sample cities

Figure 1. The house price movement – Sample cities

Table 1. ARCH effects tests results

Table 2. Estimated DICs – One room flats

Table 3. Estimated DICs – Two-room flats

Table 4. Estimated DICs – More than three rooms flats

Table 5. The results of RMSE and MAE – One room flats

Table 6. The results of RMSE and MAE – Two-room flats

Table 7. The results of RMSE and MAE – More than three rooms flats