Similar Search Results - EconBiz

A geographical analysis of Dutch electoral volatility 1994-2012

Laake, Thomas van - In: Tijdschrift voor economische en sociale geografie : TESG 107 (2016) 3, pp. 365-374

Persistent link: https://www.econbiz.de/10011622893

Asymmetric volatility spillovers between the U.K. regional worker flows and vacancies

Gefang, Deborah; Johnes, Geraint - In: Applied economics 49 (2017) 50, pp. 5117-5133

Persistent link: https://www.econbiz.de/10011845089

Spatial GARCH : A Spatial Approach to Multivariate Volatility Modeling

Borovkova, Svetlana - 2012

This paper introduces a new approach to modelling the conditional variance in a multivariate setting. It is essentially a combination of the popular GARCH model class with a spatial component, inspired by generalized space-time models. The resulting spatial GARCH model takes into account both...

Persistent link: https://www.econbiz.de/10013097898

Estimation of variance of housing prices using spatial conditional heteroskedasticity (SARCH) model with an application to Boston housing price data

Simlai, Prodosh - In: The quarterly review of economics and finance : journal … 54 (2014) 1, pp. 17-30

Persistent link: https://www.econbiz.de/10010468803

Spatial spillover effects and risk contagion around G20 stock markets based on volatility network

Zhang, Weiping; Zhuang, Xintian; Lu, Yang - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012659562

Spatial market inefficiency in housing market : a spatial quantile regression approach

Chae, Jiyoung; Bera, Anil K. - In: The journal of real estate finance and economics 69 (2024) 1, pp. 70-99

Persistent link: https://www.econbiz.de/10015080934

Three essays in applied microeconomics and labor economics

Nargis, Nigar - 2003

Persistent link: https://www.econbiz.de/10003623898

Estimating the persistence and the autocorrelation function of a time series that this measured with error

Hansen, Peter Reinhard; Lunde, Asger - 2010

Persistent link: https://www.econbiz.de/10003934448

Estimating the persistence and the autocorrelation function of a time series that is measured with error

Hansen, Peter Reinhard; Lunde, Asger - In: Econometric theory 30 (2014) 1, pp. 60-93

Persistent link: https://www.econbiz.de/10010399787

Estimating the Persistence and the Autocorrelation Function of a Time Series that is Measured with Error

Hansen, Peter Reinhard; Lunde, Asger - 2010

framework can be used to estimate the autocorrelation function of the latent volatility process and a key persistence parameter …

Persistent link: https://www.econbiz.de/10014198167

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