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Testing Covariance Stationarity Under Moment Condition Failure with an Application to Common Stock Returns
Phillips, Peter C.B., (1990)
The Impact of International Financial Reporting Standards on Market Microstructure in Europe
Lambert, M., (2006)
On the cusum of squares test for variance change in nonstationary and nonparametric time series models
Lee, Sangyeol, (2003)
Mean adjustment and the CUSUM test for structural change
Ploberger, Werner, (1987)
The local power of the cusum and cusum of squares tests
Ploberger, Werner, (1990)
The CUSUM test with OLS residuals
Ploberger, Werner, (1992)