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Journal article 927 views 104 downloads

Mean and variance equation dynamics: Time deformation, GARCH, and a robust analysis of the London housing market

Steve Cook Orcid Logo, Duncan Watson

International Journal of Finance & Economics, Volume: 22, Issue: 4, Pages: 304 - 318

Swansea University Author: Steve Cook Orcid Logo

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DOI (Published version): 10.1002/ijfe.1589

Published in: International Journal of Finance & Economics
ISSN: 1076-9307
Published: 2017
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College: Faculty of Humanities and Social Sciences
Issue: 4
Start Page: 304
End Page: 318