Department of Economics and Business Economics

Generalized Autoregressive Score Models in R: The GAS Package

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

DOI

  • Leopoldo Catania
  • David Ardia, SwazilandKris Boudt, Vrije Universiteit Brussel, Belgium and VU University Amsterdam, Netherlands
Original languageEnglish
JournalJournal of Statistical Software
Volume88
Issue number6
Number of pages28
ISSN1548-7660
DOIs
Publication statusPublished - 2019

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