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Modeling spatial and temporal dependencies among global stock markets · Study

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ArticleModeling spatial and temporal dependencies among global stock markets

Yingliang Weng2015

Article2015

Modeling spatial and temporal dependencies among global stock markets

Yingliang Weng · Pu Gong

20 citations·0/0 files stored·Expert Systems with Applications

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Financial Risk and Volatility Modeling Market Dynamics and Volatility Complex Systems and Time Series Analysis

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References

1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1999A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model 2008Spatial Panel Econometrics 2008The Econometrics of Panel Data 2011Dynamic spatial panels: models, methods, and inferences 2006Testing for serial correlation, spatial autocorrelation and random effects using panel data 2014Estimating a spatial autoregressive model with an endogenous spatial weight matrix 2015Gold price volatility: A forecasting approach using the Artificial Neural Network–GARCH model

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2017Automobile Variety in Emerging Countries: A Comparative Study between Brazil and USA

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Year2015

Typearticle

Published2015-09-12

VenueExpert Systems with Applications

ISSN-L0957-4174

Languageen

Citations20

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.eswa.2015.09.002

openalex_workW1523570866

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