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Issue 2 Vol 5 Summer 2024

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1 - Investigating the Factors Affecting the Specific Volatility of Stocks in the Iranian Capital Market Using the Generalized Autoregressive Conditional Heteroscedasticity (GARCH) Model
Monireh Dizaji Asghar Romuozi Asgar Pak Maram Ali paytakhti Oskouie
10.30495/ijfaes.2023.73861.10137

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