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Modeling the relationship between climate oscillations and drought by a multivar...
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Modarres, Reza
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Ouarda, Taha B. M. J.
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NAO
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bivariate GARCH
conditional covariance
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diagonal BEKK
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diagonal VECH
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drought
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nonlinearity
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Institut national de la recherche scientifique, Québec: Espace INRS
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North Atlantic oscillation
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