APA (7th ed.) Citation

Jin, S., & Chen, Z. (2026). Can realized covariance measure improve VaR forecasting of China’s new energy and financial markets? ——Evidence from the A-MRS-Copula model. Applied Economics, 1. https://doi.org/10.1080/00036846.2026.2692007

Chicago Style (17th ed.) Citation

Jin, Shang, and Zhenlong Chen. "Can Realized Covariance Measure Improve VaR Forecasting of China’s New Energy and Financial Markets? ——Evidence from the A-MRS-Copula Model." Applied Economics 2026: 1. https://doi.org/10.1080/00036846.2026.2692007.

MLA (9th ed.) Citation

Jin, Shang, and Zhenlong Chen. "Can Realized Covariance Measure Improve VaR Forecasting of China’s New Energy and Financial Markets? ——Evidence from the A-MRS-Copula Model." Applied Economics, 2026, p. 1, https://doi.org/10.1080/00036846.2026.2692007.