1.
Xu K, Wu Y, Jiang M, Sun W, Yang Z. Hybrid LSTM-GARCH Framework for Financial Market Volatility Risk Prediction. JCSSA [Internet]. 2024 Sep. 1 [cited 2024 Nov. 29];4(5):22-9. Available from: https://mfacademia.org/index.php/jcssa/article/view/158