Table 8 Bai and Perron (2003) structure change test
From: Are life insurance futures a safe haven during COVID-19?
HDFC | 2020-07-13 | 2020-11-11 | Â |
ICICI | 2020-05-04 | 2020-08-05 | 2021-02-02 |
SBL | 2020-07-10 | 2020-10-08 | 2021-01-20 |
TWN | 2020-04-17 | 2020-07-24 | 2021-03-09 |