GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS

DOI10.1002/JAE.1279MaRDI QIDQ82809FDOQ82809

Authors: Drew Creal, Siem Jan Koopman, André Lucas 

Publication date: 20 January 2012

Published in: Journal of Applied Econometrics (Search for Journal in Brave)

Cited In (1)

• gasmodel

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