Nonlinearity and nonstationarity in international art market prices
Evidence from Markov-switching ADF unit root tests
dc.contributor.author
Cevik, Emrah I.
dc.contributor.author
Atukeren, Erdal
dc.contributor.author
Korkmaz, Turhan
dc.date.accessioned
2017-06-10T12:35:19Z
dc.date.available
2017-06-10T12:35:19Z
dc.date.issued
2013-10
dc.identifier.issn
1435-8921
dc.identifier.issn
0377-7332
dc.identifier.other
10.1007/s00181-012-0627-8
dc.identifier.uri
http://hdl.handle.net/20.500.11850/61549
dc.identifier.doi
10.3929/ethz-b-000061549
dc.format
application/pdf
dc.language.iso
en
dc.publisher
Springer
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.subject
Art market
dc.subject
Unit roots
dc.subject
Markov regime-switching model
dc.subject
Nonstationarity
dc.title
Nonlinearity and nonstationarity in international art market prices
dc.type
Journal Article
dc.rights.license
In Copyright - Non-Commercial Use Permitted
ethz.title.subtitle
Evidence from Markov-switching ADF unit root tests
ethz.journal.title
Empirical Economics
ethz.journal.volume
45
ethz.journal.issue
2
ethz.journal.abbreviated
Empir. econ.
ethz.pages.start
675
ethz.pages.end
695
ethz.version.deposit
publishedVersion
ethz.notes
Received 9 December 2010, Accepted 24 June 2012. It was possible to publish this article open access thanks to a Swiss National Licence with the publisher
ethz.identifier.wos
ethz.identifier.scopus
ethz.identifier.nebis
000977756
ethz.publication.place
Berlin
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02120 - Dep. Management, Technologie und Ökon. / Dep. of Management, Technology, and Ec.::02525 - KOF Konjunkturforschungsstelle / KOF Swiss Economic Institute
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02120 - Dep. Management, Technologie und Ökon. / Dep. of Management, Technology, and Ec.::02525 - KOF Konjunkturforschungsstelle / KOF Swiss Economic Institute
ethz.tag
KOF-Key-refereed
ethz.date.deposited
2017-06-10T12:36:56Z
ethz.source
ECIT
ethz.identifier.importid
imp5936503684cc346658
ethz.ecitpid
pub:98014
ethz.eth
yes
ethz.availability
Open access
ethz.date.embargoend
2018-10-01
ethz.rosetta.installDate
2017-07-26T19:00:52Z
ethz.rosetta.lastUpdated
2022-03-28T11:22:42Z
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true
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