keyword ARCH/GARCH Models ‎/ (1 Article)

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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 ، Science-Research (Ministry of Science/ISC (‎22 page(s) - From 87 to 108 )
Keywords:Forecasting Volatility Financial time series Truncated Standard Normal Distribution ARCH/GARCH Models

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