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.
Revue:
Mathematics
ISSN: 2227-7390
Année de publication: 2023
Volumen: 11
Número: 23
Type: Article