Volatility of Price Indices for Heterogeneous Goods with Applications to the Fine Art Market

Author:

Bocart Fabian Y. R. P.1,Hafner Christian M.12

Affiliation:

1. Institut de statistique; Université catholique de Louvain; Belgium

2. CORE; Université catholique de Louvain; Belgium

Publisher

Wiley

Subject

Economics and Econometrics,Social Sciences (miscellaneous)

Reference35 articles.

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3. Returns of Impressionist, modern and contemporary European paintings 1962-1991;Barre;Annales d'economie et de statistique,1994

4. Unnatural value: or art investment as floating crap game;Baumol;American Economic Review,1986

5. Econometric analysis of volatile art markets;Bocart;Computational Statistics and Data Analysis,2012a

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