KARTSONAKIS MADEMLIS, D.; DRITSAKIS, N. Volatility Forecasting using Hybrid GARCH Neural Network Models: The Case of the Italian Stock Market. International Journal of Economics and Financial Issues, [S. l.], v. 11, n. 1, p. 49–60, 2021. Disponível em: https://www.econjournals.com/index.php/ijefi/article/view/10842. Acesso em: 26 may. 2022.