KOŚKO, M. Markov Switching Models with Application to Contagion Effect Analysis in the Capital Markets. Dynamic Econometric Models, [S. l.], v. 9, p. 73–80, 2009. DOI: 10.12775/DEM.2009.007. Disponível em: https://apcz.umk.pl/DEM/article/view/DEM.2009.007. Acesso em: 1 jul. 2024.