Browsing Department of Mathematics by Author "0000-0001-7067-2695"
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Volatility modelling in time and space
Hølleland, Sondre (Doctoral thesis, 2020-11-06)This thesis contributes to the scientific community in several aspects. We introduce both spatial- and spatio-temporal extensions to the family of GARCH and ARMA-GARCH models and present asymptotic statistics for the quasi ...