1.
Integrated Econometric Framework for Forecasting Insurance Capital Requirements under Volatility Clustering and Tail Risk Using ARMA–GARCH, EVT-Enhanced GARCH, and DCC Dependence Modeling Approaches. Eur. J. Emerg. Sci. Res. 2026;3(06):1-7. Accessed October 25, 2026. https://parthenonfrontiers.com/index.php/ejesr/article/view/706