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.
International Journal of Numerical Modelling: Electronic Networks, Devices and Fields , 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.