GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS

Year of publication:	2013
Authors:	Creal, Drew ; Koopman, Siem Jan ; Lucas, André
Published in:	Journal of Applied Econometrics. - John Wiley & Sons, Ltd.. - Vol. 28.2013, 5, p. 777-795
Publisher:	John Wiley & Sons, Ltd.

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Type of publication:	Article
Research data:	https://doi.org/10.15456/jae.2022320.0732702615
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010682791