APA (7th ed.) Citation

Caporin, M., Girolimetto, D., & Lopetuso, E. (2026). Multivariate GARCH and portfolio variance prediction: A forecast reconciliation perspective.

Chicago Style (17th ed.) Citation

Caporin, Massimiliano, Daniele Girolimetto, and Emanuele Lopetuso. Multivariate GARCH and Portfolio Variance Prediction: A Forecast Reconciliation Perspective. 2026.

MLA (9th ed.) Citation

Caporin, Massimiliano, et al. Multivariate GARCH and Portfolio Variance Prediction: A Forecast Reconciliation Perspective. 2026.