spGARCH

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Spatial ARCH and GARCH Models (spGARCH)

Philipp Otto

Last update: 2 September 2020

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.2.2

Official website: https://cran.r-project.org/web/packages/spGARCH/index.html

Source code repository: https://github.com/cran/spGARCH

Cites work

• Generalized Spatial and Spatiotemporal Autoregressive Conditional Heteroscedasticity

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