Kartsonakis Mademlis, Dimitrios, and Nikolaos Dritsakis. “Volatility Forecasting Using Hybrid GARCH Neural Network Models: The Case of the Italian Stock Market”. International Journal of Economics and Financial Issues 11, no. 1 (January 18, 2021): 49–60. Accessed March 29, 2024. https://www.econjournals.com/index.php/ijefi/article/view/10842.