Exploring Drivers of Extreme Housing Prices in Australia
Fuente:
arXiv
Saved in:
| Main Authors: | Burtenshaw, Grace, Burtenshaw, Ashley, Carney, Meagan |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Log-Ergodic Dynamics in Stochastic Monetary Velocity: Theoretical Insights and Economic Implications
by: Firouzi, Kiarash, et al.
Published: (2024)
by: Firouzi, Kiarash, et al.
Published: (2024)
A novel statistical workflow for nonstationary modelling of successive Fréchet extremes
by: Burtenshaw, Grace, et al.
Published: (2025)
by: Burtenshaw, Grace, et al.
Published: (2025)
High-Throughput Asset Pricing
by: Chen, Andrew Y., et al.
Published: (2023)
by: Chen, Andrew Y., et al.
Published: (2023)
Analysing Models for Volatility Clustering with Subordinated Processes: VGSA and Beyond
by: Barick, Sourojyoti, et al.
Published: (2025)
by: Barick, Sourojyoti, et al.
Published: (2025)
Community Bail Fund Systems: Fluid Limits and Approximations
by: Zhang, Yidan, et al.
Published: (2025)
by: Zhang, Yidan, et al.
Published: (2025)
Trend-encoded Probabilistic Multi-order Model: A Non-Machine Learning Approach for Enhanced Stock Market Forecasts
by: Wang, Peiwan, et al.
Published: (2025)
by: Wang, Peiwan, et al.
Published: (2025)
Kladia Liquidity Deflator (KLD): A Debt-Indexed Deflationary Token on XRPL
by: Firouzi, Kiarash, et al.
Published: (2026)
by: Firouzi, Kiarash, et al.
Published: (2026)
Detecting Consumers' Financial Vulnerability using Open Banking Data: Evidence from UK Payday Loans
by: Medina-Olivares, Victor, et al.
Published: (2023)
by: Medina-Olivares, Victor, et al.
Published: (2023)
Predicting the volatility of major energy commodity prices: the dynamic persistence model
by: Barunik, Jozef, et al.
Published: (2024)
by: Barunik, Jozef, et al.
Published: (2024)
A New Framework to Estimate Return on Investment for Player Salaries in the National Basketball Association
by: Lautier, Jackson P.
Published: (2023)
by: Lautier, Jackson P.
Published: (2023)
Multifactor CES General Equilibrium: Models and Applications
by: Kim, Jiyoung, et al.
Published: (2016)
by: Kim, Jiyoung, et al.
Published: (2016)
Unified Modelling of Infrastructure Asset Performance Deterioration -- a bounded gamma process approach
by: Chen, Wang, et al.
Published: (2025)
by: Chen, Wang, et al.
Published: (2025)
Modeling Maritime Transportation Behavior Using AIS Trajectories and Markovian Processes in the Gulf of St. Lawrence
by: Spadon, Gabriel, et al.
Published: (2025)
by: Spadon, Gabriel, et al.
Published: (2025)
Missing Values Handling for Machine Learning Portfolios
by: Chen, Andrew Y., et al.
Published: (2022)
by: Chen, Andrew Y., et al.
Published: (2022)
The Interaction Between Domestic Monetary Policy and Macroprudential Policy in Israel
by: Benchimol, Jonathan, et al.
Published: (2025)
by: Benchimol, Jonathan, et al.
Published: (2025)
Financial Data Analysis with Robust Federated Logistic Regression
by: Yang, Kun, et al.
Published: (2025)
by: Yang, Kun, et al.
Published: (2025)
Financial fraud detection system based on improved random forest and gradient boosting machine (GBM)
by: Hu, Tianzuo
Published: (2025)
by: Hu, Tianzuo
Published: (2025)
Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks
by: Clegg, Lawrence, et al.
Published: (2023)
by: Clegg, Lawrence, et al.
Published: (2023)
Causal Hierarchy in the Financial Market Network -- Uncovered by the Helmholtz-Hodge-Kodaira Decomposition
by: Wand, Tobias, et al.
Published: (2024)
by: Wand, Tobias, et al.
Published: (2024)
Coarse graining correlation matrices according to macrostructures: Financial markets as a paradigm
by: Martínez-Ramos, M. Mijaíl, et al.
Published: (2024)
by: Martínez-Ramos, M. Mijaíl, et al.
Published: (2024)
The fractional volatility model and rough volatility
by: Mendes, R. Vilela
Published: (2022)
by: Mendes, R. Vilela
Published: (2022)
Backward stochastic difference equations on lattices with application to market equilibrium analysis
by: Fukasawa, Masaaki, et al.
Published: (2023)
by: Fukasawa, Masaaki, et al.
Published: (2023)
Multifractality and its sources in the digital currency market
by: Drożdż, Stanisław, et al.
Published: (2025)
by: Drożdż, Stanisław, et al.
Published: (2025)
Detrended cross-correlations and their random matrix limit: an example from the cryptocurrency market
by: Drożdż, Stanisław, et al.
Published: (2025)
by: Drożdż, Stanisław, et al.
Published: (2025)
Super-efficiency of Listed Banks in China and Determinants Analysis (2006-2021)
by: Liao, Yun, et al.
Published: (2023)
by: Liao, Yun, et al.
Published: (2023)
Germany's Tax Revenue and its Total Administrative Cost
by: Mantzaris, Christopher, et al.
Published: (2024)
by: Mantzaris, Christopher, et al.
Published: (2024)
Endogenous distress contagion in a dynamic interbank model: how possible future losses may spell doom today
by: Feinstein, Zachary, et al.
Published: (2022)
by: Feinstein, Zachary, et al.
Published: (2022)
Robust dividend policy: Equivalence of Epstein-Zin and Maenhout preferences
by: Chen, Kexin, et al.
Published: (2024)
by: Chen, Kexin, et al.
Published: (2024)
Characteristics of price related fluctuations in Non-Fungible Token (NFT) market
by: Szydło, Paweł, et al.
Published: (2023)
by: Szydło, Paweł, et al.
Published: (2023)
Filtering amplitude dependence of correlation dynamics in complex systems: application to the cryptocurrency market
by: Wątorek, Marcin, et al.
Published: (2025)
by: Wątorek, Marcin, et al.
Published: (2025)
Correlations versus noise in the NFT market
by: Wątorek, Marcin, et al.
Published: (2024)
by: Wątorek, Marcin, et al.
Published: (2024)
Modeling dependency between operational risk losses and macroeconomic variables using Hidden Markov Models
by: Selvaratnam, Nikeethan, et al.
Published: (2026)
by: Selvaratnam, Nikeethan, et al.
Published: (2026)
Provisions and Economic Capital for Credit Losses
by: Bastide, Dorinel, et al.
Published: (2024)
by: Bastide, Dorinel, et al.
Published: (2024)
Fair sharing ratios of Profit and Loss sharing contracts
by: Sagna, Abass
Published: (2025)
by: Sagna, Abass
Published: (2025)
General Equilibrium Amplification and Crisis Vulnerability: Cross-Crisis Evidence from Global Banks
by: Kikuchi, Tatsuru
Published: (2025)
by: Kikuchi, Tatsuru
Published: (2025)
AI-Powered Energy Algorithmic Trading: Integrating Hidden Markov Models with Neural Networks
by: Monteiro, Tiago
Published: (2024)
by: Monteiro, Tiago
Published: (2024)
The Impact of Oil and Gold Prices Shock on Tehran Stock Exchange: A Copula Approach
by: Najafabadi, Amir T. Payandeh, et al.
Published: (2020)
by: Najafabadi, Amir T. Payandeh, et al.
Published: (2020)
Multivariate Simulation-based Forecasting for Intraday Power Markets: Modelling Cross-Product Price Effects
by: Hirsch, Simon, et al.
Published: (2023)
by: Hirsch, Simon, et al.
Published: (2023)
Extreme-Path Benchmarks for Sequential Probability Forecasts
by: Pipping-Gamón, Jonathan, et al.
Published: (2026)
by: Pipping-Gamón, Jonathan, et al.
Published: (2026)
From Technical Feasibility to Substitutability: A Geometric Theory of Differentiation
by: Labarthe, Aldric, et al.
Published: (2025)
by: Labarthe, Aldric, et al.
Published: (2025)
Similar Items
-
Log-Ergodic Dynamics in Stochastic Monetary Velocity: Theoretical Insights and Economic Implications
by: Firouzi, Kiarash, et al.
Published: (2024) -
A novel statistical workflow for nonstationary modelling of successive Fréchet extremes
by: Burtenshaw, Grace, et al.
Published: (2025) -
High-Throughput Asset Pricing
by: Chen, Andrew Y., et al.
Published: (2023) -
Analysing Models for Volatility Clustering with Subordinated Processes: VGSA and Beyond
by: Barick, Sourojyoti, et al.
Published: (2025) -
Community Bail Fund Systems: Fluid Limits and Approximations
by: Zhang, Yidan, et al.
Published: (2025)