The greening of the Earth over the last decades is predominantly indicated by the enhancements of leaf area index (LAI). Quantifying the relative contribution of multiple determinants, especially changes in climate and in land management changes (LMC), remains an arduous challenge. To solve this...

Tse (1998) proposes a model which combines the fractionally integrated GARCH formulation of Baillie, Bollerslev and Mikkelsen (1996) with the asymmetric power ARCH specification of Ding, Granger and Engle (1993). This paper analyzes the applicability of a multivariate constant conditional...