Nonlinearity and nonstationarity in international art market prices : evidence from Markov-switching ADF unit root tests
Year of publication: |
2013
|
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Authors: | Çevik, Emrah İsmail ; Atukeren, Erdal ; Korkmaz, Turhan |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 45.2013, 2, p. 675-695
|
Subject: | Art market | Unit roots | Markov regime-switching model | Nonstationarity | Einheitswurzeltest | Unit root test | Markov-Kette | Markov chain | Kunsthandel | Art trade | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Welt | World | Schätzung | Estimation | Kunstwerk | Work of art |
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