Dynamic spatiotemporal ARCH models-Reference-Cited by-同舟云学术

Dynamic spatiotemporal ARCH models

Published:2023-10-20 Issue: Volume: Page:1-22
ISSN:1742-1772
Container-title:Spatial Economic Analysis
language:en
Short-container-title:Spatial Economic Analysis

Author:

Otto Philipp¹^ORCID,Doğan Osman²^ORCID,Taşpınar Süleyman³^ORCID

Affiliation:

1. Leibniz University Hannover, Institute of Cartography and Geoinformatics, Hannover, Germany

2. Department of Economics, Istanbul Technical University, Istanbul, Türkiye

3. Department of Economics, Queens College CUNY, New York, USA

Publisher

Informa UK Limited

Subject

Earth and Planetary Sciences (miscellaneous),Statistics, Probability and Uncertainty,General Economics, Econometrics and Finance,Geography, Planning and Development

Link

https://www.tandfonline.com/doi/pdf/10.1080/17421772.2023.2254817

Reference35 articles.

1. Abadir, K. M., & Magnus, J. R. (2005). Matrix algebra. Cambridge University Press.

2. An Intra-City Analysis of House Price Convergence and Spatial Dependence

3. A two-step approach to account for unobserved spatial heterogeneity

4. ARCH modeling in finance

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