A Multivariate Spatial and Spatiotemporal ARCH Model
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Cited by:
- 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.
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This paper has been announced in the following NEP Reports:- NEP-ECM-2022-05-30 (Econometrics)
- NEP-GEO-2022-05-30 (Economic Geography)
- NEP-URE-2022-05-30 (Urban and Real Estate Economics)
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