@article{garhcxnovasamodelfreeapproachto,
  title = {GARCHX-NoVaS: A Model-free Approach to Incorporate Exogenous Variables},
  author = {Kejin Wu and Sayar Karmakar and Rangan Gupta},
  year = {2023},
  eprint = {2308.13346},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2308.13346v3},
}