CHAIYAWAT, Thitivadee; GUAYJARERNPANISHK, Pannarat. Effective Forecasting of Insurer Capital Requirements: ARMA-GARCH, ARMA-GARCH-EVT, and DCC-GARCH Approaches. Emerging Science Journal, [S. l.], v. 8, n. 6, p. 2173–2196, 2024. DOI: 10.28991/ESJ-2024-08-06-03. Disponível em: https://www.ijournalse.org/index.php/ESJ/article/view/2710. Acesso em: 21 jun. 2025.