CHOCHOLATÁ, Michaela. Volatility regimes of selected central European stock returns: a Markov switching GARCH approach. Journal of Business Economics and Management, [S. l.], v. 23, n. 4, p. 876–894, 2022. DOI: 10.3846/jbem.2022.16648. Disponível em: https://journals.vilniustech.lt/index.php/JBEM/article/view/16648. Acesso em: 14 jun. 2025.