id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
american_scientific_journal-1458	Miah, Mamun; Rahman, Azizur	Modelling Volatility of Daily Stock Returns: Is GARCH(1,1) Enough?	2016	11	.pdf	application/pdf	3309	216	59	Hence we may conclude that GARCH(1,1) is the best model to capture stock returns volatility. In this paper, we focus upon one aspect of GARCH models, namely, choosing the best GARCH model among all other lag order of GARCH models.	cache/american_scientific_journal-1458.pdf	txt/american_scientific_journal-1458.txt