1.
Ardia D, Bluteau K, Boudt K, Catania L, Trottier D-A. Markov-Switching GARCH Models in R: The MSGARCH Package. J. Stat. Soft. [Internet]. 2019 Oct. 31 [cited 2022 May 27];91(4):1-38. Available from: https://www.jstatsoft.org/index.php/jss/article/view/v091i04