Dynamic spatiotemporal ARCH models

Keyphrases

• Spatiotemporal 100%
• Autoregressive Conditional Heteroscedasticity Model 100%
• Generalized Method of Moments Estimation 100%
• Volatility 50%
• Spatial Dependence 50%
• Berlin 50%
• Georeferenced Data 50%
• Spatial Effect 50%
• Geographical Proximity 50%
• Temporal Effects 50%
• Spatial Lag 50%
• Volatility Spillover 50%
• Autoregressive Conditional Heteroskedasticity 50%
• Quadratic Moment Conditions 50%
• Finite Sample Performance 50%
• Asymptotic Normality 50%
• Log-returns 50%
• Spatiotemporal Effects 50%
• Condominium Prices 50%

Mathematics

• Conditionals 100%
• Outcome Variable 100%
• Heteroscedasticity 100%
• Method of Moment 66%
• Moment Estimator 66%
• Asymptotic Normality 33%
• Moment Condition 33%

Economics, Econometrics and Finance

• Volatility 100%
• ARCH Model 100%
• Spillover Effect 50%
• Spatial Effect 50%