Analysis of the joint distribution of stock and art indices: Attempt of a copular approach
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References listed on IDEAS
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More about this item
Keywordsart market; price indices; art indices; hedonic price function; multilevel regression; joint distribution; Archimedean copulas;
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- D44 - Microeconomics - - Market Structure, Pricing, and Design - - - Auctions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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