---
title: Multivariate Affine GARCH
url: https://www.ml-quant.com/papers/ssrn/5260415/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 5260415
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5260415
featured: 2025-05-21
citations: unknown
topic: Econometrics & Forecasting
---


# Multivariate Affine GARCH

A specific financial model can capture time-varying volatility and dynamic correlation across asset returns, useful for portfolio optimization and option pricing.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5260415
- Identifier: SSRN 5260415
- Released: 2025-05-19
- First featured: Quant Letter No. 98 (2025-05-21): https://www.ml-quant.com/issues/2025-05-21/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Econometrics & Forecasting

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