Long-Range Dependence in U.S. Home Price Volatility

William Miles ()

The Journal of Real Estate Finance and Economics, 2011, vol. 42, issue 3, 329-347

Keywords: House prices; GARCH; Long memory; Volatility (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (8)

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DOI: 10.1007/s11146-009-9204-0

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