GONÇALVES DA SILVA, C. A. Impacts of Covid-19 Pandemic and Persistence of Volatility in the Returns of the Brazilian Stock Exchange: An Application of the Markov Regime Switching GARCH (MRS-GARCH) Model. International Journal of Applied Economics, Finance and Accounting, [S. l.], v. 8, n. 2, p. 62–72, 2020. DOI: 10.33094/8.2017.2020.82.62.72. Disponível em: http://www.onlineacademicpress.com/index.php/IJAEFA/article/view/349. Acesso em: 26 apr. 2024.