Pages that link to "Item:Q337776"
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The following pages link to Spillover dynamics for systemic risk measurement using spatial financial time series models (Q337776):
Displaying 6 items.
- Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach (Q1657178) (← links)
- Maximum likelihood estimation for score-driven models (Q2116342) (← links)
- Fixed effects spatial panel data models with time-varying spatial dependence (Q2209591) (← links)
- Commercial and residential mortgage defaults: spatial dependence with frailty (Q2323366) (← links)
- Missing observations in observation-driven time series models (Q2658759) (← links)
- Fast estimation of a large TVP-VAR model with score-driven volatilities (Q6556130) (← links)
