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Applied Economics Volume 42, 2010 - Issue 9
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Original Articles

Modelling house price volatility states in the UK by switching ARCH models

I-Chun Tsai Department of Finance, Southern Taiwan University of Technology, Taiwan, ROC
,
Ming-Chi Chen Department of Finance, National Sun Yat-sen University, Taiwan, ROCCorrespondence[email protected]
&
Tai Ma Department of Finance, National Sun Yat-sen University, Taiwan, ROC
Pages 1145-1153 | Published online: 04 Apr 2008

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