ADEYEYE, Awogbemi Clement; DUM, Deebom Zorle; AUGUSTINE, Oyowei Esueze; KOLAWOLE, Ilori Adetunji; IMAM, Akeyede; BITRUS, Peter; ABIODUN, Olowu Rafiu. 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, Delaware, USA, v. 5, n. 1, p. 31–43, 2026. DOI: 10.54536/ajase.v5i1.6864. Disponível em: https://journals.e-palli.com/home/index.php/ajase/article/view/6864. Acesso em: 18 apr. 2026.