Vol. 3 No. 06 (2026): Volume 03 Issue 036

Articles

• 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

  Dr. Shun Ito, Dr. Kana Morimoto (Author)

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