VS-LTGARCHX: A Flexible Variable Selection in Log-TGARCHX Models
JOURNAL OF TIME SERIES ECONOMETRICS（2024）
Key words
GARCH,log-GARCHX,variable selection,Bitcoin volatility,C22,C52,C53,C65
AI Read Science
Must-Reading Tree
Example
Generate MRT to find the research sequence of this paper
Chat Paper
Summary is being generated by the instructions you defined