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Volatility clustering in land markets

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Date

2014

Authors

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

Journal Title

Journal ISSN

Volume Title

Publisher

Emerald Group Publishing Ltd.

Abstract

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

Description

Keywords

Citation

URI

http://hdl.handle.net/1885/76339

Collections

ANU Research Publications

Source

Property Management

Type

Journal article

Book Title

Entity type

Access Statement

License Rights

DOI

10.1108/PM-02-2014-0009

Restricted until

2037-12-31

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01_Bao_Volatility_clustering_in_land_2014.pdf (145.78 KB)

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