A Time-Varying Coefficient Double Threshold GARCH Model with Explanatory Variables.

Tongwei Zhang Lianyan Fu Dehui Wang Zhuoxi Yu

Published in: Axioms (2023)

Keyphrases

explanatory variables
garch model
regression analysis
regression model
stock market
sar images
multivariate time series
heavy tailed
image processing
multiscale
multiresolution
data points
wavelet transform
principal component analysis