1. GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS. (20th January 2012) Authors: Creal, Drew; Koopman, Siem Jan; Lucas, André Journal: Journal of applied econometrics Issue: Volume 28:Number 5(2013) Page Start: 777 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Testing for Parameter Instability across Different Modeling Frameworks. (1st September 2016) Authors: Calvori, Francesco; Creal, Drew; Koopman, Siem Jan; Lucas, André Journal: Journal of financial econometrics Issue: Volume 15:Number 2(2017:Spring) Page Start: 223 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. The PPP View of Multihorizon Currency Risk Premiums. (29th September 2020) Authors: Chernov, Mikhail; Creal, Drew Editors: Koijen, Ralph Journal: Review of financial studies Issue: Volume 34:Number 6(2021) Page Start: 2728 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗