Journal article 1194 views 142 downloads
Mean and variance equation dynamics: Time deformation, GARCH, and a robust analysis of the London housing market
Steve Cook 
,
Duncan Watson
,
Duncan Watson
International Journal of Finance & Economics, Volume: 22, Issue: 4, Pages: 304 - 318
Swansea University Author:
Steve Cook
-
PDF | Accepted Manuscript
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DOI (Published version): 10.1002/ijfe.1589
Abstract
Mean and variance equation dynamics: Time deformation, GARCH, and a robust analysis of the London housing market
| Published in: | International Journal of Finance & Economics |
|---|---|
| ISSN: | 1076-9307 |
| Published: |
2017
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa35093 |
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| College: |
Faculty of Humanities and Social Sciences |
|---|---|
| Issue: |
4 |
| Start Page: |
304 |
| End Page: |
318 |