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TESTING VOLATILITY CHANGES USING GARCH MODELS IN THE CASE OF NETHERLANDS STOCK MARKET by JATIN TRIVEDI, Associate Professor, Ph.D, CRISTI SPULBAR, Professor Ph.D, RACHANA BAID, Professor Ph.D, RAMONA BIRAU, Lecturer Ph.D, ANCA IOANA IACOB (TROTO), PhD student
Published 2023-02-01
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