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stat.ME2021★ 12 cited
Generalized Spatial and Spatiotemporal ARCH Models
Philipp Otto, Wolfgang Schmid
In time-series analyses, particularly for finance, generalized autoregressive conditional heteroscedasticity (GARCH) models are widely applied statistical tools for modelling volat…
stat.ME2019
Spatial and Spatiotemporal GARCH Models -- A Unified Approach
Philipp Otto, Wolfgang Schmid
In time-series analyses, particularly for finance, generalized autoregressive conditional heteroscedasticity (GARCH) models are widely applied statistical tools for modelling volat…