Testing the correct specification of a system of spatial dependence models for stock returns
Tim Kutzker, Dominik Wied
| Year of publication: |
2024
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|---|---|
| Authors: | Kutzker, Tim ; Wied, Dominik |
| Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 66.2024, 5, p. 2083-2103
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| Subject: | Heteroscedasticity | Method of moments | Spatial dependence | Stock returns | Value-at-Risk | Kapitaleinkommen | Capital income | Momentenmethode | Schätzung | Estimation | Schätztheorie | Estimation theory | Räumliche Interaktion | Spatial interaction | Heteroskedastizität | ARCH-Modell | ARCH model | Risikomaß | Risk measure |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-023-02518-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014520115