[1]
A. C. . Adeyeye, “Modelling Regime-Specific Dependence Structure and Investment Risk Implications in Stock Markets using Copula-Switching GARCH-GED Models”., Am. J. Appl. Stat. Econ., vol. 5, no. 1, pp. 31–43, Feb. 2026, doi: 10.54536/ajase.v5i1.6864.