Modelling returns in US housing prices: You're the one for me, fat tails - Kiss, Tamás; Nguyen, Hoang; Österholm, Pär (Journal of risk and financial management, 2021)
Keywords: Collateral; Consumption; Economic crisis; Equilibrium; Error correction & detection; GARCH; Households; Housing; Housing prices; International finance; Kullback-Leibler information criterion; Kurtosis; Macroeconomics; non-Gaussianity; Normal distribution; probability integral transform; Propensity to consume; Skewness; Stochastic models; Variables; Volatility; United Kingdom--UK; United States--US; GARCH; Kullback–Leibler information criterion; non-Gaussianity; probability integral transform