Work

Analyzing Comovements in Housing Prices Using Vine Copulas

Year: 2014

Type: article

Source: Economic Inquiry

DOI: 10.1111/ecin.12156

Author: David M. Zimmer

Institution: Western Kentucky University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2011423844

FWCI: 4.88

Cites: 42

Cited by: 25

Related to: 10