Multivariate GARCH and portfolio variance prediction: A forecast reconciliation perspective

Fuente: arXiv

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Bibliographic Details
Main Authors:	Caporin, Massimiliano, Girolimetto, Daniele, Lopetuso, Emanuele
Format:	Preprint
Published:	2026
Subjects:	Applications Econometrics Risk Management Statistical Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2603.17463