@incollection{Hassan18, author = {Mohammed Elamin Hassan and Henry Mwambi and Ali Babikir}, title = {Volatility Parameters Estimation and Forecasting of GARCH(1,1) Models with Johnson’s SU Distributed Errors}, booktitle = {Time Series Analysis and Applications}, publisher = {IntechOpen}, address = {Rijeka}, year = {2018}, editor = {Nawaz Mohamudally}, chapter = {4}, doi = {10.5772/intechopen.70506}, url = {https://doi.org/10.5772/intechopen.70506} }