Risk and predictability of Singapore's private residential market

DOI10.1080/14697680903236113zbMath1195.91184OpenAlexW2054516241MaRDI QIDQ3568910

Qin Xiao, Weihong Huang

Publication date: 16 June 2010

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697680903236113

zbMATH Keywords

Kalman filtersfinancial econometricseconometric methodologyempirical time series analysismodelling asset price dynamics

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

Cites Work

• Unnamed Item
• 2000-2003 real estate bubble in the UK but not in the USA
• Overreaction diamonds: precursors and aftershocks for significant price changes

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