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Coordinate gradient descent algorithm in adaptive LASSO for pure ARCH and pure GARCH models

Crossref DOI link: https://doi.org/10.1007/s00180-025-01642-1

Published Online: 2025-06-16

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Nasir, Muhammad Jaffri Mohd https://orcid.org/0000-0001-9423-0218
Khan, Ramzan Nazim https://orcid.org/0000-0003-3349-5006
Nair, Gopalan https://orcid.org/0000-0003-3883-4986
Nur, Darfiana https://orcid.org/0000-0002-7690-1097
Funding

Funding for this research was provided by:

Universiti Malaysia Kelantan
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Text and Data Mining valid from 2025-06-16

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Article History

Received: 15 October 2023

Accepted: 20 May 2025

First Online: 16 June 2025