SUGIYANTO, .; SUBANTI, S.; SLAMET, .; ZUKHRONAH, .; SUSANTO, .; SULANDARI, W.; APRILIA , . C. Combined Model of Markov Switching and Asymmetry of Generalized Seasonal Autoregressive Moving Average Conditional Heteroscedasticity for Early Detection of Financial Crisis in Hong Kong. (IJCSAM) International Journal of Computing Science and Applied Mathematics, [S. l.], v. 10, n. 2, p. 47–50, 2024. Disponível em: https://journal.its.ac.id/index.php/ijcsam/article/view/4541. Acesso em: 6 dec. 2025.