Predicting tail risks by a Markov switching MGARCH model with varying copula regimes

Fuente: Wiley Open Access

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Bibliographic Details
Main Authors:	Markus J. Fülle, Helmut Herwartz
Format:	Artículo Open Access
Published:	Wiley 2024
Subjects:	Journal of Forecasting
Online Access:	Acceder al recurso
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