GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS
| Year of publication: |
2013
|
|---|---|
| Authors: | Creal, Drew ; Koopman, Siem Jan ; Lucas, André |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 28.2013, 5, p. 777-795
|