An HPVAR Volatility Model with IHOO Regularization and Its Empirical Application

CHENG Yao, WANG GaoChao, NING HanWen, LIN JinGuan

Journal of Systems Science and Mathematical Sciences ›› 2026

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science and Mathematical Sciences ›› 2026 DOI: 10.12341/jssms250955

An HPVAR Volatility Model with IHOO Regularization and Its Empirical Application

  • CHENG Yao1, WANG GaoChao1, NING HanWen2, LIN JinGuan1
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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2026 https://doi.org/10.12341/jssms250955

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