References

• 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
• 2003Time series forecasting using a hybrid ARIMA and neural network model4,469 cited
• 1998Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models2,265 cited
• 2010A novel hybridization of artificial neural networks and ARIMA models for time series forecasting825 cited
• 2008Forecasting volatility of crude oil markets367 cited
• 2020Forecasting method of stock market volatility in time series data based on mixed model of ARIMA and XGBoost242 cited
• 2006Forecasting the volatility of stock price index236 cited
• 2019Novel volatility forecasting using deep learning–Long Short Term Memory Recurrent Neural Networks208 cited
• 2013An ARIMA‐ANN Hybrid Model for Time Series Forecasting172 cited
• 2022A Machine Learning Approach to Volatility Forecasting159 cited
• 2016ARIMA Models and the Box-Jenkins Methodology145 cited
• 2020Stock Price prediction using LSTM and SVR129 cited
• 2011A new class of hybrid models for time series forecasting123 cited
• 2020A Hybrid Model for Financial Time Series Forecasting—Integration of EWT, ARIMA With The Improved ABC Optimized ELM86 cited