Time series forecasting with the WARIMAX-GARCH method

Jairo Marlon Corrêa, Anselmo Chaves Neto, Luiz Albino Teixeira Junior, Edgar Manoel Careño, Álvaro Eduardo Faria. Time series forecasting with the WARIMAX-GARCH method. Neurocomputing, 216:805-815, 2016. [doi]

@article{CorreaNJCF16,
  title = {Time series forecasting with the WARIMAX-GARCH method},
  author = {Jairo Marlon Corrêa and Anselmo Chaves Neto and Luiz Albino Teixeira Junior and Edgar Manoel Careño and Álvaro Eduardo Faria},
  year = {2016},
  doi = {10.1016/j.neucom.2016.08.046},
  url = {http://dx.doi.org/10.1016/j.neucom.2016.08.046},
  researchr = {https://researchr.org/publication/CorreaNJCF16},
  cites = {0},
  citedby = {0},
  journal = {Neurocomputing},
  volume = {216},
  pages = {805-815},
}