APA (7th ed.) Citation

Dai, X., Cerqueti, R., Wang, Q., & Xiao, L. (2025). Volatility forecasting: A new GARCH-type model for fuzzy sets-valued time series. Annals of Operations Research, 348(1), 735. https://doi.org/10.1007/s10479-023-05746-z

Chicago Style (17th ed.) Citation

Dai, Xingyu, Roy Cerqueti, Qunwei Wang, and Ling Xiao. "Volatility Forecasting: A New GARCH-type Model for Fuzzy Sets-valued Time Series." Annals of Operations Research 348, no. 1 (2025): 735. https://doi.org/10.1007/s10479-023-05746-z.

MLA (9th ed.) Citation

Dai, Xingyu, et al. "Volatility Forecasting: A New GARCH-type Model for Fuzzy Sets-valued Time Series." Annals of Operations Research, vol. 348, no. 1, 2025, p. 735, https://doi.org/10.1007/s10479-023-05746-z.