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Applied Economics Letters Volume 11, 2004 - Issue 4
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Original Articles

Transmission of returns and volatility in art markets: a multivariate GARCH analysis

Helen Higgs School of Economics and Finance, Queensland University of Technology, Brisbane, Australia
&
Andrew C. Worthington School of Economics and Finance, Queensland University of Technology, Brisbane, Australia
Pages 217-222 | Published online: 21 Aug 2006

References

References

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