ARDIA, D.; BLUTEAU, K.; BOUDT, K.; CATANIA, L.; TROTTIER, D.-A. Markov-Switching GARCH Models in R: The MSGARCH Package. Journal of Statistical Software, [S. l.], v. 91, n. 4, p. 1–38, 2019. DOI: 10.18637/jss.v091.i04. Disponível em: https://www.jstatsoft.org/index.php/jss/article/view/v091i04. Acesso em: 27 may. 2022.