Spatial and spatiotemporal volatility models : a review
Philipp Otto, Osman Doğan, Süleyman Taşpınar, Wolfgang Schmid, Anil K. Bera
| Year of publication: |
2025
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|---|---|
| Authors: | Otto, Philipp ; Doğan, Osman ; Taṣpınar, Süleyman ; Schmid, Wolfgang ; Bera, Anil K. |
| Published in: |
Journal of economic surveys. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-6419, ZDB-ID 2006451-2. - Vol. 39.2025, 3, p. 1037-1091
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| Subject: | GARCH models | nonlinear models | spatial and spatiotemporal dependence | stochastic volatility | survey | volatility | Volatilität | Volatility | ARCH-Modell | ARCH model | Theorie | Theory | Räumliche Interaktion | Spatial interaction | Regionalökonomik | Regional economics | Nichtlineare Regression | Nonlinear regression | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/joes.12643 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015463226