Open Access Open Access  Restricted Access Subscription or Fee Access

Improved Autoregressive conditional heteroskedasticity model for Prediction of Housing Prices

Qifeng Wei, Xin Gu


The paper studies the monthly housing price index of Chengdu from 2008 to 2012 by the Autoregressive conditional heteroskedasticity model based on the ADL models to better explain the short-term price volatility. Compared with some traditional time-series forecasting methods, the models are better at analyzing and forecasting the volatility and trend of the index, which provide an efficient approach for us to comprehend the market movements.


housing price, volatility, Autoregressive conditional heteroskedasticity model.

Full Text:



  • There are currently no refbacks.

Disclaimer/Regarding indexing issue:

We have provided the online access of all issues and papers to the indexing agencies (as given on journal web site). It’s depend on indexing agencies when, how and what manner they can index or not. Hence, we like to inform that on the basis of earlier indexing, we can’t predict the today or future indexing policy of third party (i.e. indexing agencies) as they have right to discontinue any journal at any time without prior information to the journal. So, please neither sends any question nor expects any answer from us on the behalf of third party i.e. indexing agencies.Hence, we will not issue any certificate or letter for indexing issue. Our role is just to provide the online access to them. So we do properly this and one can visit indexing agencies website to get the authentic information.