Sheelapriya, G.; Murugesan, R. - In: Asian Journal of Empirical Research 4 (2014) 11, pp. 503-513
As the consequences of high volatile and time varying mean in the financial series, it causes behavioural changes in the stochastic trend is known as a structural break. The aim is to investigate the number of unknown structural breaks for the emerging market of S&P 500 indices which are listed...