spGARCH

MaRDI QIDQ38654swMATHCRANFDO

Authors 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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