Explores spatial heterogeneity in house price dynamics, using data for 35 Indian cities with a million-plus population. Robust fundamentals observed for Indian housing markets.
A Data Paradigm to Operationalise Expanded Filtration: Realized Volatilities and Kernels from Non‑Synchronous NASDAQ Quotes and Trades
Important data paradigm for Ultra high frequency research. Updates the tool kit comprising Brownlees & Galo (2006) and Barndorf-Nielsen et al. (2009) to modern markets.