Publications
📚 Auto-Updated from ORCID
This page automatically syncs with my ORCID profile every week. Publications are fetched via the ORCID API and categorized as published works or working papers.
Last updated: March 24, 2026 at 02:27 UTC
Published Works
- VS-LTGARCHX: A Flexible Variable Selection in Log-TGARCHX Models
Journal of Time Series Econometrics - Statistical methods for conditional volatility modeling with applications to finance