References

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• 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation21,185 cited
• 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,394 cited
• 1999Coherent Measures of Risk8,849 cited
• 2003Time series forecasting using a hybrid ARIMA and neural network model4,583 cited
• 1998Forecasting with artificial neural networks:4,282 cited
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• 1998Evaluating Interval Forecasts2,689 cited
• 1995Techniques for Verifying the Accuracy of Risk Measurement Models2,489 cited
• 2004CAViaR2,210 cited
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• 2010Volatility forecast comparison using imperfect volatility proxies1,348 cited
• 2017Stock price prediction using LSTM, RNN and CNN-sliding window model1,134 cited
• 2000Nonlinear Time Series Models in Empirical Finance1,111 cited
• 2017Stock market's price movement prediction with LSTM neural networks986 cited