GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS

DOI10.1002/JAE.1279MaRDI QIDQ82809FDO

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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