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Volatility clustering in land markets

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dc.contributor.authorBao, Helen Xiaohui
dc.contributor.authorHuang, Helen Hui
dc.contributor.authorHuang, Yu-Leih
dc.contributor.authorLin, Pin-Te
dc.date.accessioned2015-12-13T22:34:54Z
dc.date.issued2014
dc.date.updated2015-12-11T09:24:43Z
dc.description.abstractPurpose – 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
dc.identifier.issn0263-7472
dc.identifier.urihttp://hdl.handle.net/1885/76339
dc.publisherEmerald Group Publishing Ltd.
dc.sourceProperty Management
dc.titleVolatility clustering in land markets
dc.typeJournal article
local.bibliographicCitation.issue5
local.bibliographicCitation.lastpage385
local.bibliographicCitation.startpage378
local.contributor.affiliationBao, Helen Xiaohui, University of Cambridge
local.contributor.affiliationHuang, Helen Hui, University of Regina
local.contributor.affiliationHuang, Yu-Leih, National Tsing Hua
local.contributor.affiliationLin, Pin-Te, College of Business and Economics, ANU
local.contributor.authoruidLin, Pin-Te, u5314657
local.description.embargo2037-12-31
local.description.notesImported from ARIES
local.identifier.absfor140207 - Financial Economics
local.identifier.absseo910199 - Macroeconomics not elsewhere classified
local.identifier.ariespublicationU3488905xPUB5162
local.identifier.citationvolume32
local.identifier.doi10.1108/PM-02-2014-0009
local.identifier.scopusID2-s2.0-84919330213
local.type.statusPublished Version

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