An Extension of Spatial Dependence Models for Estimating Short-Term Temperature Portfolio Risk (Q4689975): Difference between revisions

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Revision as of 00:01, 17 July 2024

scientific article; zbMATH DE number 6959517
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English
An Extension of Spatial Dependence Models for Estimating Short-Term Temperature Portfolio Risk
scientific article; zbMATH DE number 6959517

    Statements

    An Extension of Spatial Dependence Models for Estimating Short-Term Temperature Portfolio Risk (English)
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    22 October 2018
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    temperature risk
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    spatial ARMA-EGARCH statistical model
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