Applied Mathematics and Computation · 2019 · 55 citations · 33 references
Natural ResourcesHydrologyWater Resources ManagementHydrologic ForecastingWater Resources EngineeringWeather ForecastingDroughtDrought ForecastingDrought ModelingDrought Risk ReductionDrought Forecast VerificationDrought Prediction ModelsDrought Risk ModelingDrought Time Series AnalysisStatistical Drought Forecasting
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Generalized autoregressive conditional heteroskedasticity
Tim Bollerslev · Journal of Econometrics · 1986 · 22.3K citations · Full text
Business, Finance, Econometrics +11