N. Sopipan and  A. Intarasit and  K. Chuarkham,  Volatility Model with Markov Regime Switching to Forecast Baht/USD.   journal   = {International Journal of Mathematical and Computational Sciences}, [online]. World Academy of Science, Engineering and Technology.
    April 2014, vol. 89(5). 776 - 781
    [viewed 20 October 2019]. Available from: https://publications.waset.org/pdf/9998245.