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Adaptive LASSO-MGARCH for Multivariate Volatility Forecasting.

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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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  Data: Adaptive LASSO-MGARCH for Multivariate Volatility Forecasting.
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  Data: <searchLink fieldCode="AR" term="%22Xu%2C+Yongdeng%22">Xu, Yongdeng</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> xuy16@cardiff.ac.uk</i><br /><searchLink fieldCode="AR" term="%22Lyu%2C+Juyi%22">Lyu, Juyi</searchLink><relatesTo>2</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Lu%2C+Wenna%22">Lu, Wenna</searchLink><relatesTo>3</relatesTo> (AUTHOR)
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  Data: <searchLink fieldCode="JN" term="%22Mathematics+%282227-7390%29%22">Mathematics (2227-7390)</searchLink>. Mar2026, Vol. 14 Issue 6, p1053. 14p.
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      – Type: doi
        Value: 10.3390/math14061053
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      – Code: eng
        Text: English
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        PageCount: 14
        StartPage: 1053
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      – TitleFull: Adaptive LASSO-MGARCH for Multivariate Volatility Forecasting.
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            NameFull: Xu, Yongdeng
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            NameFull: Lyu, Juyi
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            NameFull: Lu, Wenna
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              Text: Mar2026
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              Y: 2026
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