Péter Erdos

Budapest University of Technology and Economics

Budafoki ut 8.

Budapest, 1111

Hungary

SCHOLARLY PAPERS

5

DOWNLOADS

809

SSRN CITATIONS

0

CROSSREF CITATIONS

10

Scholarly Papers (5)

1.

Collectibles as Alternative Investments

Number of pages: 114 Posted: 26 Nov 2010
Péter Erdos
Budapest University of Technology and Economics
Downloads 337 (102,643)

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Collectibles, Alternative Investments, Market Efficiency

2.

Random Walk Theory and the Weak-Form Efficiency of the US Art Auction Prices

Journal of Banking and Finance, Vol. 34, No. 5, 2010
Number of pages: 41 Posted: 26 Feb 2020
Péter Erdos and Mihály Ormos
Budapest University of Technology and Economics and Budapest University of Technology and Economics - Department of Finance
Downloads 264 (133,277)

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Art prices, Random walk, Asset pricing, Spectral density, Variance ratio

3.

Non-Parametric and Semi-Parametric Asset Pricing

Economic Modeling, Vol. 28, No. 3, pp. 1150-1162, 2011
Number of pages: 37 Posted: 27 Mar 2011
Péter Erdos, Mihály Ormos and Dávid Zibriczky
Budapest University of Technology and Economics, Budapest University of Technology and Economics - Department of Finance and Budapest University of Technology and Economics - Department of Finance
Downloads 109 (284,857)

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Asset pricing, Kernel regression, Risk measures, Semi-parametric models, Non- parametric models

4.

Pricing of Collectibles: Baedeker Guidebooks

Economic Modelling, 29 (2012) 1968–1978
Number of pages: 33 Posted: 15 Jan 2013
Péter Erdos and Mihály Ormos
Budapest University of Technology and Economics and Budapest University of Technology and Economics - Department of Finance
Downloads 53 (429,701)

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Baedeker, repeat sales regression, collectibles, asset pricing

5.

Optimal Spectral Density Estimation: Evidence from the US Art Market

International Research Journal of Finance and Economics, No. 61, pp. 129-135, 2011
Number of pages: 7 Posted: 26 Feb 2020
Péter Erdos and Mihály Ormos
Budapest University of Technology and Economics and Budapest University of Technology and Economics - Department of Finance
Downloads 46 (456,336)

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Spectral Density, Random Walk Component, Art Prices