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Reduced bank mixed effects models for spatially correlated hierarchical functional data
Zhou, Lan
;
Huang, Jianhua Z.
;
Martinez, Josue G.
; …
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
489
,
pp. 390-400
Persistent link: https://www.econbiz.de/10008732082
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Arbitrage pricing with heterogeneous spatial effects and heteroscedastic disturbances
Hu, Jianhua
;
Ding, Hao
;
Liu, Xiaoqian
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1169-1195
Persistent link: https://www.econbiz.de/10014391448
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