@article{publication-4472,
	author={Paolella, Marc and Haas, Markus and Mittnik, Stefan},
	doi={10.1093/jjfinec/nbh020},
	issn={1479-8409},
	journal={Journal of Financial Econometrics},
	number=4,
	pages={493-530},
	publisher={Oxford University Press},
	title={A new approach to markov-switching GARCH models},
	volume=2,
	year=2004,
}