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

MLA

Fülle, Markus J., and Helmut Herwartz. “Predicting Tail Risks by a Markov Switching MGARCH Model with Varying Copula Regimes.” Journal of Forecasting, vol. 43, no. 6, Sept. 2024, pp. 2163–86. EBSCOhost, https://doi.org/10.1002/for.3117.

APA

Fülle, M. J., & Herwartz, H. (2024). Predicting tail risks by a Markov switching MGARCH model with varying copula regimes. Journal of Forecasting, 43(6), 2163–2186. https://doi.org/10.1002/for.3117

Chicago

Fülle, Markus J., and Helmut Herwartz. 2024. “Predicting Tail Risks by a Markov Switching MGARCH Model with Varying Copula Regimes.” Journal of Forecasting 43 (6): 2163–86. doi:10.1002/for.3117.