Generalized Autoregressive Score Models in R: The GAS Package

DOI10.18637/JSS.V088.I06MaRDI QIDQ115388FDOQ115388

Leopoldo Catania, David Ardia, Kris Boudt

Publication date: 2019

Published in: Journal of Statistical Software (Search for Journal in Brave)

Cited In (1)

• GAS

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