A network autoregressive model with GARCH effects and its applications

• Shih-Feng Huang ,

  Roles Conceptualization, Formal analysis, Investigation, Methodology, Project administration, Supervision, Writing – original draft, Writing – review & editing

  * E-mail: huangsf@nuk.edu.tw

  Affiliation Dept. Applied Mathematics, National University of Kaohsiung, Kaohsiung, Taiwan

  https://orcid.org/0000-0001-6971-2151

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• Hsin-Han Chiang,

  Roles Formal analysis, Investigation, Software

  Affiliation Institute of Statistics, National University of Kaohsiung, Kaohsiung, Taiwan

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• Yu-Jun Lin

  Roles Formal analysis, Investigation, Software, Validation

  Affiliation Institute of Statistics, National University of Kaohsiung, Kaohsiung, Taiwan

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