Transmission of returns and volatility in art markets : a multivariate GARCH analysis
Helen Higgs and Andrew C. Worthington
| Year of publication: |
2004
|
|---|---|
| Authors: | Higgs, Helen ; Worthington, Andrew Charles |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 11.2004, 4, p. 217-222
|
| Subject: | Volatilität | Volatility | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Kunsthandel | Art trade | Schätzung | Estimation | Kunst | Arts | Welt | World |
| 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/10002001478