APA   Click to copy
Makatjane, K. (2024). Forecasting Time-varying Value--at--Risk and Expected Shortfall Dependence: A Markov-switching Generalized Autoregressive Score Copula Approach. Austrian Journal of Statistics, 53, 81–98.

Chicago/Turabian   Click to copy
Makatjane, Katleho. “Forecasting Time-Varying Value--at--Risk and Expected Shortfall Dependence: A Markov-Switching Generalized Autoregressive Score Copula Approach.” Austrian Journal of Statistics 53 (2024): 81–98.

MLA   Click to copy
Makatjane, Katleho. “Forecasting Time-Varying Value--at--Risk and Expected Shortfall Dependence: A Markov-Switching Generalized Autoregressive Score Copula Approach.” Austrian Journal of Statistics, vol. 53, 2024, pp. 81–98.

@article{makatjane2024a,
  title = {Forecasting Time-varying Value--at--Risk and Expected Shortfall Dependence: A Markov-switching Generalized Autoregressive Score Copula Approach},
  year = {2024},
  journal = {Austrian Journal of Statistics},
  pages = {81--98},
  volume = {53},
  author = {Makatjane, Katleho}
}