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accessRights:"free"
type_genre:"Article in journal"
~isPartOf:"Central European journal of economic modelling and econometrics"
~isPartOf:"Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Iranian economic review : journal of University of Tehran"
~isPartOf:"Quantitative finance"
~subject:"ARCH/GARCH Models"
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Gulay, Emrah
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Central European journal of economic modelling and econometrics
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
Iranian economic review : journal of University of Tehran
Quantitative finance
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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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