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  The Stock Returns Volatility based on the GARCH (1,1) Model: The Superiority of the Truncated Standard Normal Distribution in Forecasting Volatility

  Writer : Gulay، Emrah ؛ Emec، Hamdi ؛

  Journal:Iranian Economic Reveiw»Winter 2019, Volume 23 - Number 1 Ranking Science-Research (Ministry of Science/ISC (‎22 page(s) - From 87 to 108 )

  Keywords:ForecastingVolatilityFinancial time seriesTruncated Standard Normal DistributionARCH/GARCH Models

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