Price-Volume Correlation in the Housing Market ─ An Application of Markov-Switching Vector Autoregression Models
碩士 === 國立雲林科技大學 === 財務金融系 === 104 === This research examines the correlation between house prices and trading volumes through real estate cycles using data of Taipei, New Taipei and Taoyuan from 2004Q1 to 2015Q4. Firstly, this research uses the vector autoregression (VAR) model to analyze the relati...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/q665r8 |