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: June 28, 2026 at 11:22 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
Working Papers
- Anti-Modes, Distributional Gaps, and the Fisher Information Profile: Nonparametric Estimation and Inference
- Glass Barriers in Income Distributions
- The Transformation of Broadband Demand: From Discretionary Service to Essential Infrastructure (2010-2024)
- VS-LTGARCHX: A Flexible Subset Selection Approach for Estimation of log-TGARCHX Models and Its Application to BTC Markets