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Results from structural breakpoints tests of Ibovespa mean daily returns
| Number of breakpoints | Returns mean breakpoints dates (observation number) | ||||
|---|---|---|---|---|---|
| 1 | 2016-01-26 (1499) | ||||
| 2 | 2016-01-26 (1499) | 2018-02-23 (2015) | |||
| 3 | 2014-07-14 (1120) | 2016-01-26 (1499) | 2018-02-23 (2015) | ||
| 4 | 2011-08-05 (396) | 2014-07-14 (1120) | 2016-01-26 (1499) | 2018-02-23 (2015) | |
| 5 | 2011-07-12 (378) | 2013-01-21 (756) | 2014-08-01 (1134) | 2016-02-15 (1512) | 2018-02-23 (2015) |
The procedure is based on Zeileis et al. (2003)
