GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS

616 indexed citations

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This paper, published in 2012, received 616 indexed citations. Written by Drew Creal, Siem Jan Koopman and André Lucas covering the research area of Finance, Statistics and Probability and Global and Planetary Change. It is primarily cited by scholars working on Economics and Econometrics (455 citations), Finance (454 citations) and General Economics, Econometrics and Finance (178 citations). Published in Journal of Applied Econometrics.

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This paper is also available at doi.org/10.1002/jae.1279.

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