Erkekoglu, H., Garang, A. P. M., & 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, 10(2), 268–281. Retrieved from https://mail.econjournals.com/index.php/ijefi/article/view/9016