A Stationary Spatio‐Temporal GARCH Model
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DOI: 10.1111/jtsa.12498
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Cited by:
- Philipp Otto & Wolfgang Schmid, 2023. "A general framework for spatial GARCH models," Statistical Papers, Springer, vol. 64(5), pages 1721-1747, October.
- Philipp Otto & Osman Dou{g}an & Suleyman Tac{s}p{i}nar & Wolfgang Schmid & Anil K. Bera, 2023. "Spatial and Spatiotemporal Volatility Models: A Review," Papers 2308.13061, arXiv.org.
- Bing Su & Fukang Zhu & Ke Zhu, 2023. "Statistical inference for the logarithmic spatial heteroskedasticity model with exogenous variables," Papers 2301.06658, arXiv.org.
- Philipp Otto, 2022. "A Multivariate Spatial and Spatiotemporal ARCH Model," Papers 2204.12472, arXiv.org.
- Philipp Otto & Osman Dou{g}an & Suleyman Tac{s}p{i}nar, 2022. "Dynamic Spatiotemporal ARCH Models," Papers 2202.13856, arXiv.org.
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