Anastasiadou, Zografia; BrendaLópez-Cabrera - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2012
seasonal variance of temperature residuals. We present a time series approach for modelling temperature dynamics. A seasonal … model describes well the stylised facts of temperature: seasonality, intertemporal correla- tions and the heteroscedastic … behaviour of residuals. The application to European temperature data indicates that the multiplicative model for the seasonal …