GUNAY, Samet. Markov Regime Switching GARCH Model and Volatility Modeling for Oil Returns. International Journal of Energy Economics and Policy, [S. l.], v. 5, n. 4, p. 979–985, 2015. Disponível em: https://mail.econjournals.com/index.php/ijeep/article/view/1351. Acesso em: 23 dec. 2024.