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A Dynamic Spatiotemporal Stochastic Volatility Model with an Application to Environmental Risks

Research output: Contribution to journalArticleResearchpeer review

Authors

  • P. Otto
  • O. Doğan
  • S. Taşpınar

Details

Original languageEnglish
JournalEconometrics and Statistics
Publication statusE-pub ahead of print - 8 Nov 2023

Cite this

A Dynamic Spatiotemporal Stochastic Volatility Model with an Application to Environmental Risks. / Otto, P.; Doğan, O.; Taşpınar, S.
In: Econometrics and Statistics, 08.11.2023.

Research output: Contribution to journalArticleResearchpeer review

Otto P, Doğan O, Taşpınar S. A Dynamic Spatiotemporal Stochastic Volatility Model with an Application to Environmental Risks. Econometrics and Statistics. 2023 Nov 8. Epub 2023 Nov 8. doi: 10.48550/arXiv.2211.03178, 10.1016/j.ecosta.2023.11.002
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