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Quantifying Long-Term Volatility for Developed Stock Markets: An Empirical Case Study Using PGARCH Model on Toronto Stock Exchange (TSX)

Annals of Dunarea de Jos University Fascicle I Economics and Applied Informatics Pub Date : 2023-08-31 DOI:10.35219/eai15840409338
Kumar Santosh, Meher Kumar Bharat, Ramona Birau, Mircea-Laurentiu Simion, Anand Abhishek, Singh Manohar
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发达国家股票市场长期波动的量化研究——基于多伦多证券交易所PGARCH模型的实证研究
本文章由计算机程序翻译，如有差异，请以英文原文为准。
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Annals of Dunarea de Jos University Fascicle I Economics and Applied Informatics
Annals of Dunarea de Jos University Fascicle I Economics and Applied Informatics
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5 weeks
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