Spatial GARCH Models for Unknown Spatial Locations - An Application to Financial Stock Returns
Year of publication: |
2022
|
---|---|
Authors: | Fülle, Markus J. ; Otto, Philipp |
Publisher: |
[S.l.] : SSRN |
Subject: | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Räumliche Interaktion | Spatial interaction |
Extent: | 1 Online-Ressource (20 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 5, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4238805 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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