TY  - JOUR
AU  - Escot Mangas, Lorenzo
AU  - Sandubete, Julio E. 
AU  - Pietrych, Łukasz 
PY  - 2023
DO  - 10.3390/math11234843
SN  - 2227-7390
UR  - https://hdl.handle.net/20.500.14352/99306
T2  - Mathematics
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 that...
LA  - eng
M2  - 4843
PB  - MDPI
KW  - Economic dynamics
KW  - Time series structural change
KW  - Recursive BDS test
KW  - COVID-19 pandemic
KW  - World stock financial indices
TI  - Detecting Structural Changes in Time Series by Using the BDS Test Recursively: An Application to COVID-19 Effects on International Stock Markets
TY  - journal article
VL  - 11-2023
ER  -