Short-run momentum, long-run mean reversion and excess volatility: an elementary housing model (Q1730151)
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scientific article; zbMATH DE number 7033959
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| English | Short-run momentum, long-run mean reversion and excess volatility: an elementary housing model |
scientific article; zbMATH DE number 7033959 |
Statements
Short-run momentum, long-run mean reversion and excess volatility: an elementary housing model (English)
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11 March 2019
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housing markets
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bubbles and crashes
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extrapolative expectations
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0.7713178396224976
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0.7684921026229858
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0.7537413835525513
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0.7327569127082825
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0.7318464517593384
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