# Markov-Switching GARCH Models in R: The MSGARCH Package

> Research article (SSRN Electronic Journal, 2016) · cited 46× · AI/ML

**Wikidata**: [openalex:W2529466367](https://www.wikidata.org/wiki/openalex:W2529466367)  
**Source**: https://4ort.xyz/entity/markov-switching-garch-models-in-r-the-msgarch-package