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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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URI: https://cronfa.swan.ac.uk/Record/cronfa35093
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first_indexed 2017-09-04T18:57:31Z
last_indexed 2020-07-14T18:55:15Z
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spelling 2020-07-14T15:06:52.3215745 v2 35093 2017-09-04 Mean and variance equation dynamics: Time deformation, GARCH, and a robust analysis of the London housing market fce851eab28f6d8126d9bcd88250c6d5 0000-0002-1820-8390 Steve Cook Steve Cook true false 2017-09-04 ECON Journal Article International Journal of Finance & Economics 22 4 304 318 1076-9307 20 10 2017 2017-10-20 10.1002/ijfe.1589 COLLEGE NANME Economics COLLEGE CODE ECON Swansea University 2020-07-14T15:06:52.3215745 2017-09-04T16:43:38.4301039 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Steve Cook 0000-0002-1820-8390 1 Duncan Watson 2 0035093-27092017140608.pdf IJFEFinal.pdf 2017-09-27T14:06:08.0170000 Output 199506 application/pdf Accepted Manuscript true 2019-10-06T00:00:00.0000000 true eng
title Mean and variance equation dynamics: Time deformation, GARCH, and a robust analysis of the London housing market
spellingShingle Mean and variance equation dynamics: Time deformation, GARCH, and a robust analysis of the London housing market
Steve Cook
title_short Mean and variance equation dynamics: Time deformation, GARCH, and a robust analysis of the London housing market
title_full Mean and variance equation dynamics: Time deformation, GARCH, and a robust analysis of the London housing market
title_fullStr Mean and variance equation dynamics: Time deformation, GARCH, and a robust analysis of the London housing market
title_full_unstemmed Mean and variance equation dynamics: Time deformation, GARCH, and a robust analysis of the London housing market
title_sort Mean and variance equation dynamics: Time deformation, GARCH, and a robust analysis of the London housing market
author_id_str_mv fce851eab28f6d8126d9bcd88250c6d5
author_id_fullname_str_mv fce851eab28f6d8126d9bcd88250c6d5_***_Steve Cook
author Steve Cook
author2 Steve Cook
Duncan Watson
format Journal article
container_title International Journal of Finance & Economics
container_volume 22
container_issue 4
container_start_page 304
publishDate 2017
institution Swansea University
issn 1076-9307
doi_str_mv 10.1002/ijfe.1589
college_str Faculty of Humanities and Social Sciences
hierarchytype
hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance
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published_date 2017-10-20T03:43:33Z
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