Housing Price Volatility Changes and Their Effects
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- Hong Miao & Sanjay Ramchander & Marc W. Simpson, 2011. "Return and Volatility Transmission in U.S. Housing Markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 39(4), pages 701-741, December.
- repec:ire:issued:v:20:n:02:2017:p:207-219 is not listed on IDEAS
- Su Han Chan & Ko Wang & Jing Yang, 2003. "Pricing Factors in Real Estate Markets: A Simple Preference Based Approach," International Real Estate Review, Asian Real Estate Society, vol. 6(1), pages 102-120.
- Norman Miller & Liang Peng, 2006. "Exploring Metropolitan Housing Price Volatility," The Journal of Real Estate Finance and Economics, Springer, vol. 33(1), pages 5-18, August.
- Simlai, Prodosh, 2014. "Estimation of variance of housing prices using spatial conditional heteroskedasticity (SARCH) model with an application to Boston housing price data," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(1), pages 17-30.
- repec:erc:cypepr:v:11:y:2017:i:1:p:69-82 is not listed on IDEAS
- Chang, Kuang-Liang, 2010. "House price dynamics, conditional higher-order moments, and density forecasts," Economic Modelling, Elsevier, vol. 27(5), pages 1029-1039, September.
- Robert I. Webb & Jian Yang & Jin Zhang, 2016. "Price Jump Risk in the US Housing Market," The Journal of Real Estate Finance and Economics, Springer, vol. 53(1), pages 29-49, July.
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