MARKOV SWITCHING GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY (MSGARCH) MODEL BASED ON LARGE DEVIATION PRINCIPLE. Far East Journal of Theoretical Statistics , [S. l.], v. 69, n. 3, p. 295–331, 2025. DOI: 10.17654/0972086325015. Disponível em: https://pphmjopenaccess.com/fejts/article/view/3604. Acesso em: 5 jan. 2026.