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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Detalles Bibliográficos
Autores principales: Chahuán-Jiménez, Karime, Rubilar, Rolando, de la Fuente-Mella, Hanns, Leiva, Víctor
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7828112/
https://www.ncbi.nlm.nih.gov/pubmed/33445659
http://dx.doi.org/10.3390/e23010100

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7828112/
https://www.ncbi.nlm.nih.gov/pubmed/33445659
http://dx.doi.org/10.3390/e23010100

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