VS-LTGARCHX: A Flexible Variable Selection in Log-TGARCHX Models

Orucov S., Elvira V., Poterie A., Rajabov F., Septier F.

Journal of Time Series Econometrics, vol.1, no.1, pp.1-10, 2025 (ESCI)

• Publication Type: Article / Article
• Volume: 1 Issue: 1
• Publication Date: 2025
• Doi Number: 10.1515/jtse-2023-0035
• Journal Name: Journal of Time Series Econometrics
• Journal Indexes: Emerging Sources Citation Index (ESCI), Scopus
• Page Numbers: pp.1-10
• Open Archive Collection: Article
• Azerbaijan State University of Economics (UNEC) Affiliated: No