Autoregressive conditional heteroscedasticity in daily wind speed measurements

Theoretical and Applied Climatology

Volumn 56, Issue 1-2, 1997, Pages 113-122

  Tol, R S J ^a  

^a INSTITUTE FOR ENVIRONMENTAL STUDIES   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

METEOROLOGY; WIND MEASUREMENTS; WIND SPEEDS;

CLIMATE PREDICTION; HETEROSCEDASTICITY; WIND VELOCITY;

CANADA;

EID: 0030807223     PISSN: 0177798X     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF00863788     Document Type: Article

References (7)

1. Bollerslev, T., 1986: Generalized autoregressive conditional heteroscedasticity. J. Econometrics, 31, 307-327.
2. Bollerskv, Y., Chou, R. Y., Kroner, K. F., 1992: ARCH modelling in finance. J. Econometrics, 52, 5-59.
3. Box, G. E. P., Jenkins, G. M., 1976: Times Series Analysis - Forecasting and Control, 2nd edn. Oakland: Holden-Day.
4. Engle, R. F., 1982: Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation. Econometrica, 50, 987-1007.
5. Engle, R. F., Bollerslev, T., 1993: Common persistence in conditional variance. Econometrica, 61, 167-186.
6. Taylor, S. J., 1986: Modelling Financial Time Series. Chichester: Wiley.
7. Tol, R. S. J., 1996: Autoregressive conditional heteroscedasticity in daily mean temperatures. Environmetrics 7(1), 67-76.