APA (7th ed.) Citation

García-Medina, A., & Aguayo-Moreno, E. (2024). LSTM–GARCH Hybrid Model for the Prediction of Volatility in Cryptocurrency Portfolios. Computational economics, 63(4), 1511-1542. https://doi.org/10.1007/s10614-023-10373-8

Chicago Style (17th ed.) Citation

García-Medina, Andrés, and Ester Aguayo-Moreno. "LSTM–GARCH Hybrid Model for the Prediction of Volatility in Cryptocurrency Portfolios." Computational Economics 63, no. 4 (2024): 1511-1542. https://doi.org/10.1007/s10614-023-10373-8.

MLA (9th ed.) Citation

García-Medina, Andrés, and Ester Aguayo-Moreno. "LSTM–GARCH Hybrid Model for the Prediction of Volatility in Cryptocurrency Portfolios." Computational Economics, vol. 63, no. 4, 2024, pp. 1511-1542, https://doi.org/10.1007/s10614-023-10373-8.