BEHERA, Janardan; SENAPATI, Suman; PANDA, Rajashree; SAHOO, Alibha; KALAH, Gurubari. Time Varying Regime Transitions and Tail Risk Forecasting in Emerging Equity Markets: A Macro Conditional Markov Switching GARCH Analysis of NIFTY 50 Returns. Transactions on Quantitative Finance and Beyond, [S. l.], v. 3, n. 2, p. 146–180, 2026. DOI: 10.22105/tqfb.v3i2.84. Disponível em: https://www.tqfb.reapress.com/journal/article/view/84.. Acesso em: 21 jul. 2026.