Volatility of Price Indices for Heterogeneous Goods with Applications to the Fine Art Market
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Suggested Citation
Note: In : Journal of Applied Econometrics, 30, 291-312, 2015
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Other versions of this item:
- Fabian Y. R. P. Bocart & Christian M. Hafner, 2015. "Volatility of Price Indices for Heterogeneous Goods with Applications to the Fine Art Market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(2), pages 291-312, March.
- Bocart, Fabian & Hafner, Christian, 2015. "Volatility of price indices for heterogenous goods with applications to the fine art market," LIDAM Reprints ISBA 2015041, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
Citations
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Cited by:
- Dimson, Elroy & Rousseau, Peter L. & Spaenjers, Christophe, 2015.
"The price of wine,"
Journal of Financial Economics, Elsevier, vol. 118(2), pages 431-449.
- Dimson, Elroy & Rousseau, Peter L. & Spaenjers, Christophe, 2013. "The Price of Wine," HEC Research Papers Series 1019, HEC Paris.
- Dimson, Elroy & Rousseau, Peter L. & Spaenjers, Christophe, 2013. "The Price of Wine," Working Papers 164656, American Association of Wine Economists.
- Fabian Y.R.P. Bocart & Eric Ghysels & Christian M. Hafner, 2020.
"Monthly Art Market Returns,"
JRFM, MDPI, vol. 13(5), pages 1-22, May.
- BOCART Fabian Y.R.P., & GHYSELS Eric, & HAFNER Christian,, 2018. "Monthly art market returns," LIDAM Discussion Papers CORE 2018028, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Bocart, Fabian & Ghysels, Eric & Hafner, Christian, 2020. "Monthly Art Market Returns," LIDAM Reprints ISBA 2020030, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Arkadiusz J. Derkacz & Artur Gajda, 2022. "Changes in the Structure of the Apartments Rental Segment in Poland During the COVID-19 Pandemic," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 3), pages 156-166.
- Roar Adland & Pierre Cariou & François-Charles Wolff, 2018. "Comparing transaction-based and expert-generated price indices in the market for offshore support vessels," Working Papers halshs-01843720, HAL.
- Lin, Min-Bin & Wang, Bingling & Bocart, Fabian Y.R.P. & Hafner, Christian M. & Härdle, Wolfgang K., 2022. "DAI Digital Art Index : a robust price index for heterogeneous digital assets," LIDAM Discussion Papers ISBA 2022036, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Fur, Eric Le, 2021. "Fine Wines in a Diversified Portfolio of Collectibles," 2021 Conference, August 17-31, 2021, Virtual 315852, International Association of Agricultural Economists.
- Garay, Urbi, 2021. "Determinants of art prices and performance by movements: Long-run evidence from an emerging market," Journal of Business Research, Elsevier, vol. 127(C), pages 413-426.
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