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. European Journal of Emerging Scientific Research, [S. l.], v. 3, n. 06, p. 1–7, 2026. Disponível em: https://parthenonfrontiers.com/index.php/ejesr/article/view/706. Acesso em: 25 oct. 2026.