APA (7th ed.) Citation

Li, W., & Zhang, D. (2026). GARCH-FIS: A Hybrid Forecasting Model with Dynamic Volatility-Driven Parameter Adaptation.

Chicago Style (17th ed.) Citation

Li, Wen-Jing, and Da-Qing Zhang. GARCH-FIS: A Hybrid Forecasting Model with Dynamic Volatility-Driven Parameter Adaptation. 2026.

MLA (9th ed.) Citation

Li, Wen-Jing, and Da-Qing Zhang. GARCH-FIS: A Hybrid Forecasting Model with Dynamic Volatility-Driven Parameter Adaptation. 2026.

Warning: These citations may not always be 100% accurate.