Is art market efficient? : Evidence from non-linear quantile unit-root tests
Year of publication: |
2024
|
---|---|
Authors: | Kim, Myeong Jun ; Park, Sung Y. |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 31.2024, 15, p. 1389-1396
|
Subject: | Art market efficiency | Efficient market hypothesis (EMH) | Non-linear quantile unit root test | Quantile kolmogorov-Smirnov test | Effizienzmarkthypothese | Efficient market hypothesis | Einheitswurzeltest | Unit root test | Kunsthandel | Art trade | Theorie | Theory | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Kunst | Arts | Nichtlineare Regression | Nonlinear regression |
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