@article{10_14736_kyb_2019_6_0915, author = {Aliat, Billel and Hamdi, Fay\c{c}al}, title = {Probabilistic properties of a {Markov-switching} periodic $GARCH$ process}, journal = {Kybernetika}, pages = {915--942}, publisher = {mathdoc}, volume = {55}, number = {6}, year = {2019}, doi = {10.14736/kyb-2019-6-0915}, mrnumber = {4077137}, zbl = {07217219}, language = {en}, url = {http://geodesic.mathdoc.fr/articles/10.14736/kyb-2019-6-0915/} }