1. Nazarian R, Alikhani NG, Naderi E, Amiri A. Forecasting stock market volatility: A forecast combination approach. MPRA Paper 2013.
2. Adya M, Collopy F. How effective are neural networks at forecasting and prediction? A review and evaluation.
3. Stock market trend prediction using ARIMA-based neural networks;Wang;IEEE International Conference on Neural Networks,1996
4. Engle RF. Autogressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflations. Econometrica 1982;. 50: 987-1007.
5. Generalized autoregressive conditional heteroskedasticity;Bollerslev;Journal of Econometrics,1986