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

Author: Higgs Helen   Worthington Andrew C.  

Publisher: Routledge Ltd

ISSN: 1466-4291

Source: Applied Economics Letters, Vol.11, Iss.4, 2004-03, pp. : 217-222

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract