A stationary spatio-temporal GARCH model (Q5111841)
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scientific article; zbMATH DE number 7205117
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| English | A stationary spatio-temporal GARCH model |
scientific article; zbMATH DE number 7205117 |
Statements
A Stationary Spatio‐Temporal GARCH Model (English)
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27 May 2020
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circulant
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circular
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CSTGARCH
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generalized autoregressive conditional heteroskedasticity (GARCH) model
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space-time
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STGARCH
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0.7623922228813171
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0.7528252005577087
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0.7363997101783752
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0.7286200523376465
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0.7265562415122986
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