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Persistence in the passion investment market()

Research on the passion investment market is still limited, especially on the issue of persistence. This paper is the first to investigate it using both R/S analysis and fractional integration in the case of 3 fine wine price indices, 10 diamond price indices, 15 art price indices, and 1 stamp price...

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Detalles Bibliográficos
Autores principales: Caporale, Guglielmo Maria, Gil-Alana, Luis, Plastun, Alex, Havrylina, Ahniia
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9803709/
https://www.ncbi.nlm.nih.gov/pubmed/36593855
http://dx.doi.org/10.1016/j.heliyon.2022.e12555