Detecting Structural Changes in Time Series by Using the BDS Test Recursively: An Application to COVID-19 Effects on International Stock Markets
- Escot, L.
- Sandubete, J.E.
- Pietrych, Ł.
Zeitschrift:
Mathematics
ISSN: 2227-7390
Datum der Publikation: 2023
Ausgabe: 11
Nummer: 23
Art: Artikel