Modelling Regime-Specific Dependence Structure and Investment Risk Implications in Stock Markets using Copula-Switching GARCH-GED Models
2026Applied sciences research periodicals.JournalOpen access
10.63002/asrp.401.1314Full text0 citations
2026Applied sciences research periodicals.JournalOpen access
10.63002/asrp.401.1314Full text0 citations
5 authors across 5 institutions in 2 countries.
Assignment is probabilistic — a work belongs to several fields in proportions.
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2026 · Applied sciences research periodicals. · 0 citations
https://openalex.org/W7131124119