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Modeling the relationship between climate oscillations and drought by a multivariate GARCH model.
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Modarres, Reza
,
Ouarda, Taha B. M. J.
Published in
Water Resources Research
(2014)
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Modarres, Reza
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bivariate GARCH
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conditional covariance
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diagonal BEKK
diagonal VECH
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Institut national de la recherche scientifique, Québec: Espace INRS
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North Atlantic oscillation
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