H. Erkekoğlu Et Al. , "Modeling and Forecasting USD/UGX Volatility through GARCH Family Models: Evidence from Gaussian, T and GED Distributions," International Journal of Economics and Financial Issues , vol.10, no.2, pp.268-281, 2020
Erkekoğlu, H. Et Al. 2020. Modeling and Forecasting USD/UGX Volatility through GARCH Family Models: Evidence from Gaussian, T and GED Distributions. International Journal of Economics and Financial Issues , vol.10, no.2 , 268-281.
Erkekoğlu, H., Majok, G. A. P., & Deng, A. S., (2020). Modeling and Forecasting USD/UGX Volatility through GARCH Family Models: Evidence from Gaussian, T and GED Distributions. International Journal of Economics and Financial Issues , vol.10, no.2, 268-281.
Erkekoğlu, HATİCE, Garang Aweng Peter Majok, And Adire Simon Deng. "Modeling and Forecasting USD/UGX Volatility through GARCH Family Models: Evidence from Gaussian, T and GED Distributions," International Journal of Economics and Financial Issues , vol.10, no.2, 268-281, 2020
Erkekoğlu, HATİCE Et Al. "Modeling and Forecasting USD/UGX Volatility through GARCH Family Models: Evidence from Gaussian, T and GED Distributions." International Journal of Economics and Financial Issues , vol.10, no.2, pp.268-281, 2020
Erkekoğlu, H. Majok, G. A. P. And Deng, A. S. (2020) . "Modeling and Forecasting USD/UGX Volatility through GARCH Family Models: Evidence from Gaussian, T and GED Distributions." International Journal of Economics and Financial Issues , vol.10, no.2, pp.268-281.
@article{article, author={HATİCE ERKEKOĞLU Et Al. }, title={Modeling and Forecasting USD/UGX Volatility through GARCH Family Models: Evidence from Gaussian, T and GED Distributions}, journal={International Journal of Economics and Financial Issues}, year=2020, pages={268-281} }