{"title":"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","authors":"Kumar Santosh, Meher Kumar Bharat, Ramona Birau, Mircea-Laurentiu Simion, Anand Abhishek, Singh Manohar","doi":"10.35219/eai15840409338","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":30151,"journal":{"name":"Annals of Dunarea de Jos University Fascicle I Economics and Applied Informatics","volume":"37 11 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2023-08-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Quantifying Long-Term Volatility for Developed Stock Markets: An Empirical Case Study Using PGARCH Model on Toronto Stock Exchange (TSX)\",\"authors\":\"Kumar Santosh, Meher Kumar Bharat, Ramona Birau, Mircea-Laurentiu Simion, Anand Abhishek, Singh Manohar\",\"doi\":\"10.35219/eai15840409338\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":30151,\"journal\":{\"name\":\"Annals of Dunarea de Jos University Fascicle I Economics and Applied Informatics\",\"volume\":\"37 11 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2023-08-31\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Annals of Dunarea de Jos University Fascicle I Economics and Applied Informatics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.35219/eai15840409338\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Annals of Dunarea de Jos University Fascicle I Economics and Applied Informatics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.35219/eai15840409338","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}