Showing 51 - 60 of 192,049
Persistent link: https://www.econbiz.de/10003937584
Persistent link: https://www.econbiz.de/10008825771
Persistent link: https://www.econbiz.de/10003611906
Persistent link: https://www.econbiz.de/10003567470
Persistent link: https://www.econbiz.de/10003925829
Persistent link: https://www.econbiz.de/10009409019
Persistent link: https://www.econbiz.de/10009723979
Persistent link: https://www.econbiz.de/10010246444
Persistent link: https://www.econbiz.de/10008749370
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