Now showing items 1-2 of 2

    • Bubbles, busts, breaks, and segmentation 

      Miles, William (American Real Estate Society, 2013)
      Given the recent turmoil in the housing market in the United States, several papers have examined whether price dynamics in municipalities displayed a structural change, which would suggest bubble and bust behavior. Some ...
    • Volatility clustering in US home prices 

      Miles, William (American Real Estate Society, 2008)
      Generalized autoregressive conditional heteroscedasticity (GARCH) effects imply the probability of large losses is greater than standard mean-variance analysis suggests. Accurately capturing GARCH for housing markets is ...