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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)
A modification of the CUSUM test in the linear regression model with lagged dependent variables
Krämer, Walter, (1987)
The CUSUM test with OLS residuals
Ploberger, Werner, (1992)
The local power of the cusum and cusum of squares tests
Ploberger, Werner, (1990)