TY  - JOUR 
AU  - Escot, Lorenzo
AU  - Sandubete, Julio E
AU  - Pietrych, Lukasz
PY  - 2023
UR  - http://hdl.handle.net/20.500.12020/1247
AB  - Structural change tests aim to identify evidence of a structural break or change in the
underlying generating process of a time series. The BDS test has its origins in chaos theory and seeks
to test, using the correlation integral, the hypothesis...
LA  - en
PB  - MDPI
TI  - Detecting Structural Changes in Time Series by Using the BDS Test Recursively: An Application to COVID-19 Effects on International Stock Markets
DO  - https://doi.org/10.3390/math11234843
T2  - Mathematics
M2  - 1
KW  - economic dynamics
KW  - time series structural change
KW  - recursive BDS test
KW  - COVID-19 pandemic
KW  - world stock financial indices
VL  - 11
ER  -