Ardia, David, Kris Boudt, and Leopoldo Catania. “Generalized Autoregressive Score Models in R: The GAS Package”. Journal of Statistical Software 88, no. 6 (January 29, 2019): 1–28. Accessed November 21, 2024. https://www.jstatsoft.org/index.php/jss/article/view/v088i06.