Spatial Dependence in Financial Data: Importance of the Weights Matrix

Anil K. Bera; Sebnem Er; Neslihan Fidan Kececi

doi:10.1177/0976747920160203

Spatial Dependence in Financial Data: Importance of the Weights Matrix

Anil K. Bera, Sebnem Er, Neslihan Fidan Kececi

Research output: Contribution to journal › Article › peer-review

Original language	English (US)
Pages (from-to)	29-42
Number of pages	14
Journal	Arthaniti: Journal of Economic Theory and Practice
Volume	15
Issue number	2
DOIs	https://doi.org/10.1177/0976747920160203
State	Published - Dec 2016

ASJC Scopus subject areas

General Economics, Econometrics and Finance

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10.1177/0976747920160203

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title = "Spatial Dependence in Financial Data: Importance of the Weights Matrix",

author = "Bera, {Anil K.} and Sebnem Er and Kececi, {Neslihan Fidan}",

year = "2016",

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AU - Kececi, Neslihan Fidan

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JO - Arthaniti: Journal of Economic Theory and Practice

JF - Arthaniti: Journal of Economic Theory and Practice

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Spatial Dependence in Financial Data: Importance of the Weights Matrix

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