Sparse Multivariate ARCH Models: Finite Sample Properties

16 August 2018

Papers citing "Sparse Multivariate ARCH Models: Finite Sample Properties"

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Title
High-dimensional generalized linear models and the lasso Sara van de Geer 194 749 0 04 Apr 2008
$Near-ideal model selection by $\ell_1$ minimization$ Near-ideal model selection by $\ell_1$ minimization Emmanuel J. Candès Y. Plan 129 216 0 02 Jan 2008