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stat.AP2016
Multilevel Models with Stochastic Volatility for Repeated Cross-Sections: an Application to tribal Art Prices
Silvia Cagnone, Simone Giannerini, Lucia Modugno
In this paper we introduce a multilevel specification with stochastic volatility for repeated cross-sectional data. Modelling the time dynamics in repeated cross sections requires…
stat.AP2013★ 1 cited
The Analysis of Tribal Art Prices: a Multilevel Model with Autoregressive Components
Lucia Modugno, Silvia Cagnone, Simone Giannerini
In this paper we propose a multilevel model specification with time series components for the analysis of prices of artworks sold at auctions. Since auction data do not constitute…