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Modeling spatial and temporal dependencies among global stock markets
16 references·1 citing·47 second hop
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References

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  • 2008Spatial Panel Econometrics802 cited
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  • 2006Testing for serial correlation, spatial autocorrelation and random effects using panel data390 cited
  • 2014Estimating a spatial autoregressive model with an endogenous spatial weight matrix303 cited
  • 2015Gold price volatility: A forecasting approach using the Artificial Neural Network–GARCH model219 cited
  • 2013Volatility forecast using hybrid Neural Network models181 cited
  • 2013A spatial analysis of international stock market linkages169 cited
  • 2008A Generalized Method of Moments Estimator for a Spatial Panel Model with an Endogenous Spatial Lag and Spatial Moving Average Errors138 cited
  • 2014QML estimation of dynamic panel data models with spatial errors134 cited
  • 2012Spatial Linkages in Returns and Volatilities among U.S. Regional Housing Markets97 cited
  • 2015A social-media-based approach to predicting stock comovement80 cited
  • 2010

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Forecasting with spatial panel data
68 cited
  • 2009Spatial linkages in international financial markets64 cited
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    • 2017Automobile Variety in Emerging Countries: A Comparative Study between Brazil and USA5 cited