Can realized covariance measure improve VaR forecasting of China’s new energy and financial markets? ——Evidence from the A-MRS-Copula model.

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Bibliographic Details
Title:	Can realized covariance measure improve VaR forecasting of China’s new energy and financial markets? ——Evidence from the A-MRS-Copula model.
Authors:	Jin, Shang¹ (AUTHOR) shangjin2058@163.com, Chen, Zhenlong² (AUTHOR)
Source:	Applied Economics. Jun2026, p1-19. 19p. 4 Illustrations.
Database:	Business Source Ultimate

Description
ISSN:	00036846
DOI:	10.1080/00036846.2026.2692007