SSRN Electronic Journal · 2013 · 11 citations · 0 references
BusinessEconomicsReal EstateEconometricsHousingReal Estate FinanceAsset Return ModelingHousing EconomicsHousing MarketsRisk-return AnalysisVolatility AnalysisVolatility ModelingFinancial Market VolatilityInformal Housing MarketsReal Estate Price VolatilityRegional Housing MarketsSpatial Return VariationTemporal Return DynamicsTime-varying Volatility DynamicsVolatility Modelling