@article{econhot_econhot-cited-a81fa361e5be3e0f,
  title = {GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS},
  author = {Drew Creal and Siem Jan Koopman and André Lucas},
  journal = {Journal of Applied Econometrics},
  year = {2012},
  volume = {28},
  number = {5},
  pages = {777-795},
  doi = {10.1002/jae.1279},
  url = {https://doi.org/10.1002/jae.1279}
}