Spatial Stochastic Volatility Models: A Bayesian Approach with Spatial Moving Average Process

Networks and Spatial Economics 2026

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Authors: Fathima Jafna, S. D. Krishnarani
DOI: 10.1007/s11067-026-09726-1
Cited by: 0
References: 19

Fields of Study & Subjects

Financial Risk and Volatility Modeling Spatial and Panel Data Analysis Stochastic processes and financial applications

Publication details

Journal / source
Networks and Spatial Economics
Publication date
5 February 2026
Language
EN