Adeyeye, A.C. et al. 2026. Modelling Regime-Specific Dependence Structure and Investment Risk Implications in Stock Markets using Copula-Switching GARCH-GED Models. American Journal of Applied Statistics and Economics. 5, 1 (Feb. 2026), 31–43. DOI:https://doi.org/10.54536/ajase.v5i1.6864.