TESTING VOLATILITY CHANGES USING GARCH MODELS IN THE CASE OF NETHERLANDS STOCK MARKET
This study examines changes in volatility clusters and volatility patterns using GARCH class models in the Netherlands stock market in the context of the COVID-19 pandemic and global financial crisis (GFC) pandemic. The movement pattern of the AEX stock market index during the sample period from J...
Gorde:
| Egile Nagusiak: | , , , , |
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| Formatua: | Artigo |
| Hizkuntza: | Inglês |
| Argitaratua: |
Academica Brâncuşi
2023-02-01
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| Saila: | Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie |
| Gaiak: | |
| Sarrera elektronikoa: | https://www.utgjiu.ro/revista/ec/pdf/2023-01/01_Birau.pdf |
| Etiketak: |
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