Revision d3eaff74a04fc81eb410a4e8846da7f96035c95f authored by Leopoldo Catania on 17 November 2017, 07:41:33 UTC, committed by cran-robot on 17 November 2017, 07:41:33 UTC
1 parent 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 0.2.5",
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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