GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS

DOI10.1002/JAE.1279MaRDI QIDQ82809FDOQ82809

Drew Creal, André Lucas, Siem Jan Koopman

Publication date: 20 January 2012

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

Cited In (1)

• gasmodel

This page was built for publication: GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q82809)