Nonlinearity and nonstationarity in international art market prices : evidence from Markov-switching ADF unit root tests
Emrah İsmail Çevik; Erdal Atukeren; Turhan Korkmaz
| Year of publication: |
2013
|
|---|---|
| Authors: | Cevik, Emrah Ismail ; 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 | Schätzung | Estimation | Welt | World | Kunstwerk | Work of art |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010188074