Detecting change-points in the U.S. and Chinese Stock Markets during COVID-19

Additional Metadata
Keywords	Structural breaks; Self-Normalization; Time series; Change-point detection; Market volatility; Asian and U.S. stock market linkages
Thesis Advisor	Welz, MFO
Persistent URL	hdl.handle.net/2105/63211
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Quelerij, V. de. (2022, September). Detecting change-points in the U.S. and Chinese Stock Markets during COVID-19. Econometrie. Retrieved from http://hdl.handle.net/2105/63211

Publication