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Adaptive LASSO-MGARCH for Multivariate Volatility Forecasting.

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Bibliographic Details
Title: Adaptive LASSO-MGARCH for Multivariate Volatility Forecasting.
Authors: Xu, Yongdeng1 (AUTHOR) xuy16@cardiff.ac.uk, Lyu, Juyi2 (AUTHOR), Lu, Wenna3 (AUTHOR)
Source: Mathematics (2227-7390). Mar2026, Vol. 14 Issue 6, p1053. 14p.
Database: Academic Search Ultimate
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ISSN:22277390
DOI:10.3390/math14061053