Otto, P., Schmid, W. & Garthoff, R. (2018). Generalised spatial and spatiotemporal autoregressive conditional heteroscedasticity. Spatial Statistics, 26, 125–145. DOI: https://doi.org/10.1016/j.spasta.2018.07.005

Otto, P. (2019). spGARCH: An R-Package for Spatial and Spatiotemporal ARCH and GARCH models. The R Journal 11(2) URL: https://journal.r-project.org/articles/RJ-2019-053/ Preprint available at https://arxiv.org/abs/1812.01871

Corresponding BibTeX entries:

  @Article{,
    title = {Generalised spatial and spatiotemporal autoregressive
      conditional heteroscedasticity},
    author = {Philipp Otto and Wolfgang Schmid and Robert Garthoff},
    journal = {Spatial Statistics},
    year = {2018},
    volume = {26},
    pages = {125--145},
    url = {https://doi.org/10.1016/j.spasta.2018.07.005},
  }

  @Article{,
    title = {spGARCH: An R-Package for Spatial and Spatiotemporal ARCH
      and GARCH models},
    author = {Philipp Otto},
    journal = {The R Journal 11(2)},
    year = {2019},
    url = {https://journal.r-project.org/articles/RJ-2019-053/},
  }