Detecting Structural Changes in Time Series by Using the BDS Test Recursively: An Application to COVID-19 Effects on International Stock Markets

  1. Escot, L.
  2. Sandubete, J.E.
  3. Pietrych, Ł.
Journal:
Mathematics

ISSN: 2227-7390

Year of publication: 2023

Volume: 11

Issue: 23

Type: Article

DOI: 10.3390/MATH11234843 GOOGLE SCHOLAR lock_openOpen access editor