Gulay, Emrah, Emec, Hamdi. (1397). The Stock Returns Volatility based on the GARCH (1,1) Model: The Superiority of the Truncated Standard Normal Distribution in Forecasting Volatility. , 23(1), 87-108. doi: 10.22059/ier.2018.69100
Emrah Gulay; Hamdi Emec. "The Stock Returns Volatility based on the GARCH (1,1) Model: The Superiority of the Truncated Standard Normal Distribution in Forecasting Volatility". , 23, 1, 1397, 87-108. doi: 10.22059/ier.2018.69100
Gulay, Emrah, Emec, Hamdi. (1397). 'The Stock Returns Volatility based on the GARCH (1,1) Model: The Superiority of the Truncated Standard Normal Distribution in Forecasting Volatility', , 23(1), pp. 87-108. doi: 10.22059/ier.2018.69100
Gulay, Emrah, Emec, Hamdi. The Stock Returns Volatility based on the GARCH (1,1) Model: The Superiority of the Truncated Standard Normal Distribution in Forecasting Volatility. , 1397; 23(1): 87-108. doi: 10.22059/ier.2018.69100


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