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Sankore

Named after the University of Sankore in Timbuktu — one of the world’s oldest centres of learning. Every figure here is computed from work-level records in our own graph, never copied from a source’s summary count.

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Modelling Regime-Specific Dependence Structure and Investment Risk Implications in Stock Markets using Copula-Switching GARCH-GED Models.

2026American Journal of Applied Statistics and EconomicsJournalOpen access

10.54536/ajase.v5i1.6864 Full text0 citations

Authors

7 authors across 2 institutions in 1 country.

Awogbemi Clement AdeyeyeFirst author
Deebom Zorle Dum
- Rivers State University (NG)
Oyowei Esueze Augustine
Ilori Adetunji Kolawole
Akeyede Imam
- Federal University Lafia (NG)
Peter Bitrus
- Federal University Lafia (NG)
Olowu Rafiu AbiodunSenior author

Fields

Assignment is probabilistic — a work belongs to several fields in proportions.

Financial Risk and Volatility Modelinglevel 3 · 0.60
Market Dynamics and Volatilitylevel 3 · 0.16
Complex Systems and Time Series Analysislevel 3 · 0.04

Sources

Several sources describing one work is the point — it means the record rests on more than one authority.

openalexseen September 9, 2026
2026 · American Journal of Applied Statistics and Economics · 0 citations
https://openalex.org/W7130855009

Modelling Regime-Specific Dependence Structure and Investment Risk Implications in Stock Markets using Copula-Switching GARCH-GED Models. · Sankore