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...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2021-01-01
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Series: | Entropy |
Subjects: | |
Online Access: | https://www.mdpi.com/1099-4300/23/1/100 |