A spatiotemporal GARCH volatility model for wind speeds shows that spatial dependence must be modeled in the mean for reliable residuals and that volatility persistence increases with height.
Econometrica , volume=
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Spatiotemporal dynamics of wind-speed volatility
A spatiotemporal GARCH volatility model for wind speeds shows that spatial dependence must be modeled in the mean for reliable residuals and that volatility persistence increases with height.