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accessRights:"free"
type_genre:"Article in journal"
~isPartOf:"Iranian economic review : journal of University of Tehran"
~source:"econis"
~subject:"ARCH-Modell"
~type_genre:"Nachschlagewerk"
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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
Gulay, Emrah
;
Emec, Hamdi
- In:
Iranian economic review : journal of University of Tehran
23
(
2019
)
1
,
pp. 87-108
Persistent link: https://www.econbiz.de/10012152550
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