@article{forecastingvolatilitywithastackedmodel,
  title = {Forecasting volatility with a stacked model based on a hybridized Artificial Neural Network},
  author = {E. Ramos-Pérez and P. J. Alonso-González and J. J. Núñez-Velázquez},
  year = {2020},
  eprint = {2006.16383},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2006.16383v2},
}