Rethinking Portfolio Risk: Forecasting Volatility Through Cointegrated Asset Dynamics

Fuente: arXiv

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Bibliographic Details
Main Author:	Casto, Gabriele
Format:	Preprint
Published:	2025
Subjects:	Portfolio Management Risk Management 91G70 (Primary), 62P05 (Secondary)
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2509.23533