Sparse Cholesky-GARCH models

Additional Metadata
Keywords	Cholesky-GARCH models; CHAR models; sparsity; hard thresholding penalty; SCAD penalty
Thesis Advisor	Reuvers, J.W.N.
Persistent URL	hdl.handle.net/2105/52796
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Kemper, J.P.F.M. (2020). Sparse Cholesky-GARCH models. In Econometrie.http://hdl.handle.net/2105/52796

Publication