author = { Filipović, Damir AND Khalilzadeh, Amir },

title = { Machine learning for predicting stock return volatility },

publisher = {Swiss Finance Institute},

keywords = { Volatility Prediction , Volatility Clustering , LSTM long short-term memory , Neural Networks , Regression Trees , Graue Literatur },

year = {2021},

booktitle = {Research paper series / Swiss Finance Institute ; no 21, 95},

address = { Geneva },

url = { http://slubdd.de/katalog?TN_libero_mab2 }