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Volatility clustering in land markets

Bao, Helen Xiaohui; Huang, Helen Hui; Huang, Yu-Leih; Lin, Pin-Te


Purpose – The purpose of this paper is to investigate the volatility clustering in the return of land markets through both theoretical and empirical approaches.Design/methodology/approach – Using extensive monthly panel data at the provincial level fr

CollectionsANU Research Publications
Date published: 2014
Type: Journal article
Source: Property Management
DOI: 10.1108/PM-02-2014-0009


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