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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| Title: | 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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| Authors: | Jin, Shang1 (AUTHOR) shangjin2058@163.com, Chen, Zhenlong2 (AUTHOR) |
| Source: | Applied Economics. Jun2026, p1-19. 19p. 4 Illustrations. |
| Database: | Business Source Ultimate |
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