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1-2 of 2
Keywords: EGARCH
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Journal Articles
Modeling real estate price volatility in Jordan: macroeconomic and energy price effects using an EGARCH model
Available to Purchase
International Journal of Housing Markets and Analysis 1–27.
Published: 28 May 2026
... in the real estate market. Design/methodology/approach To estimate real estate price volatility, the authors use the quarterly data and the exponential generalized autoregressive conditional heteroskedasticity ( EGARCH ) model. Findings The results indicate a significant positive relationship between...
Journal Articles
Volatility clustering, risk-return relationship and asymmetric adjustment in the Finnish housing market
Available to Purchase
International Journal of Housing Markets and Analysis (2020) 13 (4): 661–688.
Published: 25 February 2020
.... To the best of the author’s knowledge, this is the first study that evaluates the volatility of the Finnish housing market in general, and by using data on both municipal and geographical level, particularly. Finland House prices Volatility EGARCH Returns GARCH-M The remainder of the article...
