1.
Oualla N, Chiadmi MS, Lamrani Alaoui Y. Advancing Volatility Forecasting in Financial Indices: Integrating GARCH Models, Multifractal Indicators, and Deep Learning. Stat., optim. inf. comput. [Internet]. 2026Jan.12 [cited 2026Jan.29];. Available from: http://47.88.85.238/index.php/soic/article/view/3018