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Journal: Journal of Risk and Financial ManagementVolume: 18Number: 494
Article: Forecasting Financial Volatility Under Structural Breaks: A Comparative Study of GARCH Models and Deep Learning Techniques
  • Authors:
  • Víctor Chung1,
  • Jenny Espinoza2,* and
  • Renán Quispe3
Link: https://www.mdpi.com/1911-8074/18/9/494

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