Philipp Otto

Leibniz University Hannover

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Scholarly Papers (1)

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Spatial GARCH Models for Unknown Spatial Locations - An Application to Financial Stock Returns

Number of pages: 20 Posted: 17 Oct 2022
Markus J. Fülle and Philipp Otto
University of Goettingen (Göttingen) and Leibniz University Hannover
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Abstract:

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Spatial GARCH, spatial weight matrix, stock returns, balance sheet, funancial risk spillover, unknown locations