Modeling the Long Memory Behavior in U.S. Housing Price Volatility

Author:

Barros Carlos Pestana1,Gil-Alana Luis A.2,Payne James E.3

Affiliation:

1. Carlos Pestana Barros, Technical University of Lisbon, Lisbon, Portugal or .

2. Luis A. Gil-Alana, University of Navarra, E-31080 Pamplona, Spain or .

3. James E. Payne, Georgia College & State University, Milledgeville, GA 31061 or .

Publisher

Informa UK Limited

Subject

General Medicine

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5. Housing price volatility: uncertainty, an asymmetric econometric analysis – some European country experiences;International Journal of Housing Markets and Analysis;2021-03-22

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