@data{jae.2022320.0732702615, author = {Creal, Drew and Koopman, Siem Jan and Lucas, Andre}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {generalized-autoregressive-score-models-with-applications}, year = {2013}, version = {1}, url = {https://journaldata.zbw.eu/dataset/generalized-autoregressive-score-models-with-applications}, doi = "10.15456/jae.2022320.0732702615" }