ERKEKOGLU, H.; GARANG, A. P. M.; DENG, A. S. Modeling and Forecasting USD/UGX Volatility through GARCH Family Models: Evidence from Gaussian, T and GED Distributions. International Journal of Economics and Financial Issues, [S. l.], v. 10, n. 2, p. 268–281, 2020. Disponível em: https://www.econjournals.com/index.php/ijefi/article/view/9016. Acesso em: 25 apr. 2024.