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Breakpoint Analysis for the COVID-19 Pandemic and Its Effect on the Stock Markets
In this research, statistical models are formulated to study the effect of the health crisis arising from COVID-19 in global markets. Breakpoints in the price series of stock indexes are considered. Such indexes are used as an approximation of the stock markets in different countries, taking into ac...
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| Publicat a: | Entropy (Basel) |
|---|---|
| Autors principals: | , , , |
| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
MDPI
2021
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| Matèries: | |
| Accés en línia: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7828112/ https://ncbi.nlm.nih.gov/pubmed/33445659 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e23010100 |
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