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Keywords: EGARCH
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Journal Articles
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
International Journal of Housing Markets and Analysis (2020) 13 (4): 661–688.
Published: 25 February 2020
...Josephine Dufitinema 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...
