Modeling the relationship between climate oscillations and drought by a multivariate GARCH model

Water Resources Research

Volumn 50, Issue 1, 2014, Pages 601-618

  Modarres, R ^a   Ouarda, T B M J ^a,b  

^a CENTRE EAU TERRE ENVIRONNEMENT   (Canada)

^b KHALIFA UNIVERSITY   (United Arab Emirates)

Author keywords

bivariate GARCH; conditional covariance; diagonal BEKK; diagonal VECH; drought; NAO; nonlinearity; SOI

Indexed keywords

BIVARIATE-GARCH; CONDITIONAL COVARIANCE; DIAGONAL BEKK; DIAGONAL VECH; NAO; NONLINEARITY; SOI;

ATMOSPHERIC PRESSURE; CLIMATOLOGY; STATISTICAL METHODS; TIME SERIES;

DROUGHT;

CLIMATE MODELING; CLIMATE OSCILLATION; COVARIANCE ANALYSIS; DROUGHT; MULTIVARIATE ANALYSIS; NONLINEARITY; PERSISTENCE; TIME SERIES;

EID: 84896712599     PISSN: 00431397     EISSN: 19447973     Source Type: Journal    
DOI: 10.1002/2013WR013810     Document Type: Article

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