# Markov-Switching GARCH Models in <i>R</i>: The <b>MSGARCH</b> Package

> Research article (Journal of Statistical Software, 2019) · cited 105× · AI/ML

**Wikidata**: [openalex:W3123059542](https://www.wikidata.org/wiki/openalex:W3123059542)  
**Source**: https://4ort.xyz/entity/markov-switching-garch-models-in-i-r-i-the-b-msgarch-b-package