For citations:
Mikhaylov A.Yu., Yousif N.B., Sotskov Yu.N., Khomyakova L.I. Construction of High-order Dynamic Portfolio Models Based on VAR-ICA-MGARCH. Finance: Theory and Practice. 2026;30(4):19-37. https://doi.org/10.26794/2587-5671-2026-30-4-19-37
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