Generalized Autoregressive Score models

Welcome

Oct 14, 2024: added Matlab codes shared by Anne Opschoor on three papers to the codes section
Oct 14, 2024: some new papers added to the papers section
Sep 30, 2024: some new papers added to the papers section
Aug 12, 2024: some new papers added to the papers section
July 18, 2024: some new papers added to the papers section
May 21, 2024: some new papers added to the papers section
Feb 23, 2024: further updates to the papers section
Jan 16, 2024: added an excel explanation link in the code section; let me know if you know better excel explanations or materials that can be used in educational programs that do not teach coding.
Earlier: Made a form to ease the task of people sending their new GAS related publication. Fill out the form if you have a new paper and I can more easily put it up now :-)

Send me your feedback at a.lucas@vu.nl. Your contibutions to the field can be submitted through the form here.

Before using any of the software, please read the legal disclaimer.