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GARCHX-NoVaS : a model-free approach to incorporate exogenous variables

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GARCHX-NoVaS : a model-free approach to incorporate exogenous variables PDF Logo

Series title: 
Department of Economics working paper series / Department of Economics, University of Pretoria
Authors: 
Wu, Kejin
Karmakar, Sayar
Gupta, Rangan
Document Type: 
Book
Place of Publication and Publisher: 
Pretoria, South Africa : Department of Economics, University of Pretoria
Year of Publication: 
2024
Original URL: 
https://www.up.ac.za/media/shared/61/WP/wp_2024_25.zp252316.pdf
Language: 
English (eng)
Citation: 
Wu, Kejin/Karmakar, Sayar et. al. (2024). GARCHX-NoVaS : a model-free approach to incorporate exogenous variables. Pretoria, South Africa : Department of Economics, University of Pretoria.
https://www.up.ac.za/media/shared/61/WP/wp_2024_25.zp252316.pdf.
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Department of Economics working paper series

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