A Simple State Space Model of House Prices

Rainer Schulz, A. Werwatz

    Research output: Chapter in Book/Report/Conference proceedingChapter

    Original languageEnglish
    Title of host publicationIn: Applied Quantitative Finance. Theory and Computational Tools (eds. Hardle,W;Kleinow,T;Stahl,G), Springer-Verlag, Berlin
    Place of PublicationIn: Applied Quantitative Finance. Theory and Computational Tools (eds. Hardle,W;Kleinow,T;Stahl,G), Springer-Verlag, Berlin
    Pages283-307
    Number of pages24
    Publication statusPublished - 2002

    Cite this

    Schulz, R., & Werwatz, A. (2002). A Simple State Space Model of House Prices. In In: Applied Quantitative Finance. Theory and Computational Tools (eds. Hardle,W;Kleinow,T;Stahl,G), Springer-Verlag, Berlin (pp. 283-307).