@article{publication-21947,
	author={Akyildirim, Erdinc and Bariviera, Aurelio F and Nguyen, Duc Khuong and Sensoy, Ahmet},
	doi={10.1007/s10479-021-04464-8},
	issn={0254-5330},
	journal={Annals of Operations Research},
	pages={639-690},
	publisher={Springer},
	title={Forecasting high-frequency stock returns: a comparison of alternative methods},
	volume=313,
	year=2022,
}