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Forecasting UK house prices: A time varying coefficient approach

✍ Scribed by Jane P. Brown; Haiyan Song; Alan McGillivray

Book ID
117434622
Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
951 KB
Volume
14
Category
Article
ISSN
0264-9993

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## ABSTRACT Density forecasts contain a complete description of the uncertainty associated with a point forecast and are therefore important measures of financial risk. This paper aims to examine whether the new more complicated models for financial returns that allow for time variation in higher m