1.
Kartsonakis Mademlis D, Dritsakis N. Volatility Forecasting using Hybrid GARCH Neural Network Models: The Case of the Italian Stock Market. IJEFI [Internet]. 2021 Jan. 18 [cited 2025 Apr. 26];11(1):49-60. Available from: https://econjournals.com./index.php/ijefi/article/view/10842