@article{alongshorttermmemorystochastic,
  title = {A Statistical Recurrent Stochastic Volatility Model for Stock Markets},
  author = {Trong-Nghia Nguyen and Minh-Ngoc Tran and David Gunawan and R. Kohn},
  year = {2019},
  eprint = {1906.02884},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1906.02884v3},
}