Publisher
Springer Science and Business Media LLC
Subject
Urban Studies,Economics and Econometrics,Finance,Accounting
Reference54 articles.
1. Anselin, L. (1995). Local indicators of spatial association—LISA. Geographical Analysis, 27, 93–115.
2. Baur, D. G., Dimpfl, T., & Jung, R. C. (2012). Stock return autocorrelations revisited: A quantile regression approach. Journal of Empirical Finance, 19, 254–265.
3. Bera, A. K., Bubnys, E. L., & Park, H. (1988). Conditional and unconditional heteroscedasticity in the market model. Financial Review, 23, 201–214.
4. Bera, A. K., & Higgins, M. L. (1993). ARCH models: Properties, estimation and testing. Journal of Economic Surveys, 7, 305–366.
5. Bera, A. K., & Simlai, P. (2005). Testing spatial autoregressive model and a formulation of spatial ARCH (SARCH) model with applications. Presented at the Econometric Society World Congress.
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献