https://github.com/cran/GAS
Raw File
Tip revision: d470fb9615b6760d70cd3dea3fd550812d02b1bc authored by Leopoldo Catania on 23 July 2017, 19:03:04 UTC
version 0.2.4
Tip revision: d470fb9
CITATION
citHeader("To cite package 'GAS' in publications use:")

citEntry(entry="Manual",
         title = "GAS: Generalized Autoregressive Score Models",
         author = personList(person(given="Leopoldo", family="Catania"),
                             person(given="Kris", family="Boudt"),
                             person(given="David", family="Ardia")),
         year = "2017",
         note = "R package version 0.2.4",
         url  = "https://CRAN.R-project.org/package=GAS",
         textVersion = "Catania, L., Boudt, K., Ardia, D. (2016). GAS: Generalized Autoregressive Score Models.
         R package. URL https://CRAN.R-project.org/package=GAS")


citEntry(entry="Article",
         title = "GAS: Generalized Autoregressive Score Models in R",
         author = personList(person(given="David", family="Ardia"),
                             person(given="Kris", family="Boudt"),
                             person(given="Leopoldo", family="Catania")
         ),
         year = "2016",
         journal = "Working paper",
         url  = "https://ssrn.com/abstract=2825380",
         textVersion = "Ardia, D., Boudt, K., Catania, L. (2016a). Generalized autoregressive score models in R: The GAS package.
         Working paper. https://ssrn.com/abstract=2825380")

citEntry(entry="Article",
         title = "Value-at-Risk prediction in R with the GAS package",
         author = personList(person(given="David", family="Ardia"),
                             person(given="Kris", family="Boudt"),
                             person(given="Leopoldo", family="Catania")
         ),
         year = "2016",
         journal = "Working paper",
         url  = "https://ssrn.com/abstract=2871444",
         textVersion = "Ardia, D., Boudt, K., Catania, L. (2016b). Value-at-Risk prediction in R with the GAS package.
         Working paper. https://ssrn.com/abstract=2871444")
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