STAENLY, Staenly; IRSAN, Maria Yus Trinity. Regime-Switching Value-at-Risk Using Hidden Markov Models: A Cross-Market Analysis of Emerging and Developed Equity Indices. (IJCSAM) International Journal of Computing Science and Applied Mathematics, [S. l.], v. 12, n. 2, p. 50–62, 2026. DOI: 10.12962/j24775401.ijcsam.v12i2.9691. Disponível em: https://journal.its.ac.id/index.php/ijcsam/article/view/9691. Acesso em: 13 oct. 2026.