Generalized autoregressive score models in R: The GAS package

Author(s)
Boudt, Kris
Catania, Leopoldo
Date issued
January 1, 2019
In
Journal of Statistical Software, Forthcoming
Vol
6
No
88
From page
1
To page
28
Reviewed by peer
1
Publication type
journal article
Identifiers
https://libra.unine.ch/handle/20.500.14713/63605
DOI
10.18637/jss.v088.i06
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