Forecasting Volatility of USD/MUR Exchange Rate using a GARCH...
The latter show that both distributions may forecast quite well with a slight advantage to the GARCH(1,1)- GED for out-of-sample forecasts.doi:10.4314/umrj.v17i1.70728Cheong Vee, DNGonpot, PNSookia, NUniversity of Mauritius Research Journal...