AMARESH DAS. Markov Switching Heteroscadasticity Model of Stock Return: A Test. Global Journal of Science Frontier Research, [S. l.], v. 16, n. I2, p. 1–4, 2016. Disponível em: https://journalofscience.org/index.php/GJSFR/article/view/1939. Acesso em: 5 may. 2024.