GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS
نویسندگان
چکیده
منابع مشابه
Supplementary Appendix for “ Generalized Autoregressive Score Models with Applications ”
In this Supplementary Appendix we present additional new material related to the main paper “Generalized Autoregressive Score Models with Applications”. We refer to the model as the GAS model. For reference purposes, we first give a short review of the relevant equations for the general GAS model. Appendix A presents more existing models that can be represented as special cases of GAS models. A...
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ژورنال
عنوان ژورنال: Journal of Applied Econometrics
سال: 2012
ISSN: 0883-7252
DOI: 10.1002/jae.1279