MAKATJANE, K. Forecasting Time-varying Value--at--Risk and Expected Shortfall Dependence: A Markov-switching Generalized Autoregressive Score Copula Approach. Austrian Journal of Statistics, [S. l.], v. 53, n. 2, p. 81–98, 2024. DOI: 10.17713/ajs.v53i2.1710. Disponível em: https://ajs.or.at/index.php/ajs/article/view/1710. Acesso em: 24 jun. 2024.