Chocholatá, Michaela. “Volatility Regimes of Selected Central European Stock Returns: A Markov Switching GARCH Approach”. Journal of Business Economics and Management 23, no. 4 (July 13, 2022): 876–894. Accessed November 20, 2024. https://jau.vgtu.lt/index.php/JBEM/article/view/16648.