A comparative Analysis among GARCH-M, EGARC and PJ-RS-SV Poisson Jumps-Regime Switching-Stochastic volatility approach to model the Mexican stock index. Panorama Económico, [S. l.], v. 14, n. 27, p. 57–90, 2025. DOI: 10.29201/peipn.v14i27.361. Disponível em: https://www.revistapanoramaeconomico.mx/index.php/PE/article/view/361. Acesso em: 16 mar. 2026.