Journal article

Forecasting Time-varying Value–at–Risk and Expected Shortfall Dependence: A Markov-switching Generalized Autoregressive Score Copula Approach


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Publication Details

Author list: Makatjane K

Publication year: 2024

Journal: Austrian Journal of Statistics

Journal name in source: Austrian Journal of Statistics

Volume number: 53

Issue number: 2

URL: https://www.scopus.com/inward/record.uri?eid=2-s2.0-85183349426&doi=10.17713%2fajs.v53i2.1710&partnerID=40&md5=3c77311a905604505cb7365320eecf7b



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Last updated on 2025-05-06 at 19:43