Xu, Dinghai2026-07-092026-07-092020https://hdl.handle.net/10012/23704This paper focuses on investigating the impacts of the novel coronavirus (COVID-19) on the Canadian stock market volatility from a time-varying parameter volatility model point of view.enCOVID-19Canadian S&P/TSX composite indexvolatility structural breaktime-varying parameter modelnews impact curvePreprint