VS-LTGARCHX : a flexible variable selection in log-TGARCHX models
Samir Orujov, Victor Elvira, Audrey Poterie, Farid Rajabov and Francois Septier
| Year of publication: |
2025
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|---|---|
| Authors: | Orujov, Samir ; Elvira, Victor ; Poterie, Audrey ; Rajabov, Farid ; Septier, Francois |
| Published in: |
Journal of time series econometrics. - Berlin : De Gruyter, ISSN 1941-1928, ZDB-ID 2493596-7. - Vol. 17.2025, 1, p. 1-34
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| Subject: | Bitcoin volatility | GARCH | log-GARCHX | variable selection | Volatilität | Volatility | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Virtuelle Währung | Virtual currency |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/jtse-2023-0035 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015437073