Philipp Otto, “spGARCH: An R-Package for Spatial and Spatiotemporal ARCH and GARCH models”, R Journal, 2019, 11(2), 401-420, https://doi.org/10.32614/RJ-2019-053
BibTeX
@article{RJ-2019-053,
author = {Philipp Otto},
title = {spGARCH: An R-Package for Spatial and Spatiotemporal ARCH and GARCH models},
journal = {R Journal},
year = {2019},
volume = {11},
issue = {2},
pages = {401-420},
note = {https://journal.r-project.org/articles/RJ-2019-053/}
}