...-Prescott (HP) filter, volatility autoregressive conditional heteroskedasticity (ARCH approximation) and right tail augmented Dickey–Fuller (Rtadf) test (bubble screening technique). Findings Interestingly, over the years from 1985 to 2019 research period, filtering extracts only one Dutch national...

...Josephine Dufitinema; Seppo Pynnönen Purpose The purpose of this paper is to examine the evidence of long-range dependence behaviour in both house price returns and volatility for fifteen main regions in Finland over the period of 1988:Q1 to 2018:Q4. These regions are divided geographically...

...Yener Coskun; Hasan Murat Ertugrul Purpose The purpose of this paper is to empirically analyze volatility properties of the house price returns of Turkey and Istanbul, Ankara and Izmir provinces over the period of July 2007-June 2014. Design/methodology/approach The paper uses conditional...

...Kim Hiang Liow Purpose This paper aims to investigate the interdependence of daily conditional volatility in seven FTSE‐NAREIT‐EPRA European developed real estate securities markets – the United Kingdom, France, Germany, The Netherlands, Italy, Sweden and Switzerland, from January 1990 to December...