An Extension of Spatial Dependence Models for Estimating Short-Term Temperature Portfolio Risk (Q4689975)
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scientific article; zbMATH DE number 6959517
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Extension of Spatial Dependence Models for Estimating Short-Term Temperature Portfolio Risk |
scientific article; zbMATH DE number 6959517 |
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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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