Now showing items 1-2 of 2

    • Clustering in U.K. home price volatility 

      Miles, William (American Real Estate Society, 2011)
      In the wake of the 2007-2009 global financial crisis, there has been heightened interest in correctly gauging the probability of large losses on assets, particularly house prices. If an asset exhibits GARCH effects in its ...
    • Volatility transmission in U.K. housing: a multivariate GARCH approach 

      Miles, William (American Real Estate Society, 2010)
      Despite its importance for gauging the probability of large losses and portfolio management, there has not been an investigation of how GARCH conditional volatility is transmitted between regions in the United Kingdom. ...