GAS

MaRDI QIDQ29579swMATHCRANFDO

Authors Leopoldo Catania

Last update 4 February 2022

Copyright license GNU General Public License, version 3.0

Software version identifier 0.3.4

Official website https://cran.r-project.org/web/packages/GAS/index.html

Source code repository https://github.com/cran/GAS

Cites work

• Generalized Autoregressive Score Models in R: The GAS Package

Cited in

(21)

• BEKKs
• Risks in emerging markets equities: time-varying versus spatial risk analysis
• Generalized autoregressive score models based on sinh-arcsinh distributions for time series analysis
• Model-based fuzzy time series clustering of conditional higher moments
• RATS
• CAViaR
• quantmod
• fGarch
• Rugarch
• MFE toolbox
• DySco
• neldermead
• ccgarch
• gets
• betategarch
• rmgarch
• GEVStableGarch
• Multivariate GARCH models for large-scale applications: a survey
• Risk quantification and validation for Bitcoin
• mgarchBEKK
• BEKKs

This page was built for software: GAS