Time-Varying Correlations between Selected Exchange Rates: A Robust DCC-GARCH Model Approach. Austrian Journal of Statistics, [S. l.], v. 54, n. 5, p. 79–99, 2025. DOI: 10.17713/ajs.v54i5.2072. Disponível em: https://ajs.or.at/index.php/ajs/article/view/2072. Acesso em: 1 may. 2026.