Erkekoglu H, Garang APM, Deng AS. Modeling and Forecasting USD/UGX Volatility through GARCH Family Models: Evidence from Gaussian, T and GED Distributions. IJEFI [Internet]. 2020 Mar. 26 [cited 2024 Dec. 23];10(2):268-81. Available from: https://econjournals.com./index.php/ijefi/article/view/9016