The paper presents a unified spatial GARCH framework that nests prior spatial ARCH models and time-series GARCH, adds new spatial GARCH and E-GARCH processes, and provides common estimation methods.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
stat.ME 1years
2019 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
Spatial and Spatiotemporal GARCH Models -- A Unified Approach
The paper presents a unified spatial GARCH framework that nests prior spatial ARCH models and time-series GARCH, adds new spatial GARCH and E-GARCH processes, and provides common estimation methods.