A general framework for spatial GARCH models
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DOI: 10.1007/s00362-022-01357-1
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- Osman Dou{g}an & Raffaele Mattera & Philipp Otto & Suleyman Tac{s}p{i}nar, 2024. "A Dynamic Spatiotemporal and Network ARCH Model with Common Factors," Papers 2410.16526, arXiv.org.
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Keywords
Spatial GARCH; Spatiotemporal statistics; Volatility clusters; Real estate prices;All these keywords.
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