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L 1 Regularization for High-Dimensional Multivariate GARCH Models.

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Title: L 1 Regularization for High-Dimensional Multivariate GARCH Models.
Authors: Yao, Sijie1 (AUTHOR) sijie.yao@moffitt.org, Zou, Hui2 (AUTHOR), Xing, Haipeng3 (AUTHOR) haipeng.xing@stonybrook.edu
Source: Risks. Feb2024, Vol. 12 Issue 2, p34. 29p.
Database: Business Source Ultimate
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  Data: L 1 Regularization for High-Dimensional Multivariate GARCH Models.
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  Data: <searchLink fieldCode="JN" term="%22Risks%22">Risks</searchLink>. Feb2024, Vol. 12 Issue 2, p34. 29p.
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        Value: 10.3390/risks12020034
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      – Code: eng
        Text: English
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        PageCount: 29
        StartPage: 34
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      – TitleFull: L 1 Regularization for High-Dimensional Multivariate GARCH Models.
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            NameFull: Yao, Sijie
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            NameFull: Zou, Hui
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            NameFull: Xing, Haipeng
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              Text: Feb2024
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              Y: 2024
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