Transmission of returns and volatility in art markets: A multivariate GARCH analysis

Applied Economics Letters

Volumn 11, Issue 4, 2004, Pages 217-222

  Higgs, Helen ^a   Worthington, Andrew C ^a  

^a QUEENSLAND UNIVERSITY OF TECHNOLOGY   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

ART; MARKET CONDITIONS; MULTIVARIATE ANALYSIS;

EID: 1842637759     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/13504850410001674830     Document Type: Article

References (19)

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