TY  - JOUR
TI  - GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS
AU  - Drew Creal
AU  - Siem Jan Koopman
AU  - André Lucas
JO  - Journal of Applied Econometrics
PY  - 2012
VL  - 28
IS  - 5
DO  - 10.1002/jae.1279
UR  - https://doi.org/10.1002/jae.1279
ER  -