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

GÜLAY E., EMEÇ H.

Iranian Economic Review, vol.23, no.1, pp.87-108, 2019 (Scopus)

  • Publication Type: Article / Article
  • Volume: 23 Issue: 1
  • Publication Date: 2019
  • Journal Name: Iranian Economic Review
  • Journal Indexes: Scopus
  • Page Numbers: pp.87-108
  • Dokuz Eylül University Affiliated: Yes