Souto, Hugo Gobato 
; Heuvel, Storm Koert ; Louzada, Francisco
Source: The Journal of Finance and Data Science. Unidades: ICMC, Interinstitucional de Pós-Graduação em Estatística
Subjects: REDES NEURAIS, ANÁLISE DE SÉRIES TEMPORAIS, FINANÇAS
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
SOUTO, Hugo Gobato e HEUVEL, Storm Koert e LOUZADA, Francisco. Time-mixing and feature-mixing modelling for realized volatility forecast: evidence from TSMixer model. The Journal of Finance and Data Science, v. 10, p. 1-38, 2024Tradução . . Disponível em: https://doi.org/10.1016/j.jfds.2024.100143. Acesso em: 26 jan. 2026.APA
Souto, H. G., Heuvel, S. K., & Louzada, F. (2024). Time-mixing and feature-mixing modelling for realized volatility forecast: evidence from TSMixer model. The Journal of Finance and Data Science, 10, 1-38. doi:10.1016/j.jfds.2024.100143NLM
Souto HG, Heuvel SK, Louzada F. Time-mixing and feature-mixing modelling for realized volatility forecast: evidence from TSMixer model [Internet]. The Journal of Finance and Data Science. 2024 ; 10 1-38.[citado 2026 jan. 26 ] Available from: https://doi.org/10.1016/j.jfds.2024.100143Vancouver
Souto HG, Heuvel SK, Louzada F. Time-mixing and feature-mixing modelling for realized volatility forecast: evidence from TSMixer model [Internet]. The Journal of Finance and Data Science. 2024 ; 10 1-38.[citado 2026 jan. 26 ] Available from: https://doi.org/10.1016/j.jfds.2024.100143
