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A note on dynamic spatiotemporal ARCH models: small- and large-sample results

Published Online: 2025-12-19

Published Print: 2025-12

Authors

Otto, Philipp https://orcid.org/0000-0002-9796-6682
Doğan, Osman

Taşpınar, Süleyman
Funding

Funding for this research was provided by:

Deutsche Forschungsgemeinschaft (501539976)
License Information

Text and Data Mining valid from 2025-12-01

Version of Record valid from 2025-12-19
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Article History

Received: 31 January 2024

Accepted: 9 December 2025

First Online: 19 December 2025

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