GARCHX-NoVaS: A Model-free Approach to Incorporate Exogenous Variables
Fuente:
arXiv
Guardado en:
| Autores principales: | Wu, Kejin, Karmakar, Sayar, Gupta, Rangan |
|---|---|
| Formato: | Preprint |
| Publicado: |
2023
|
| Materias: | |
| Acceso en línea: | |
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