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Publications by Steve Cook

Mean and Variance Equation Dynamics: Time Deformation, GARCH, and a Robust Analysis of the London Housing Market

International Journal of Finance and Economics

English

Related publications

Discrete Time and Continuous Time Dynamic Mean-Variance Analysis

SSRN Electronic Journal

English

Long-Run Urban Dynamics: Understanding Local Housing Market Change in London

Housing Studies

Political Science

Environmental Science

English

Housing Market Dynamics and the GFC: The Complex Dynamics of a Credit Shock

Motu Working Paper

English

Regional Labor Market Dynamics, Housing, and Migration

Journal of Regional Science

Environmental Science

English

Immigration and Urban Housing Market Dynamics: The Case of Haifa

Annals of Regional Science

Social Sciences

Environmental Science

English

GARCH Option Pricing Models and the Variance Risk Premium

Journal of Risk and Financial Management

English

The Decision to Move House and Aggregate Housing-Market Dynamics

Journal of the European Economic Association

English

Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Mean Analysis

SSRN Electronic Journal

English

Mean-Variance Portfolio Selection With Random Parameters in a Complete Market

Mathematics of Operations Research

Management Science

Computer Science Applications

Operations Research

English