References

• 1994Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance1,180 cited
• 1995Detection of Abrupt Changes: Theory and Applications.1,033 cited
• 1997Limit theorems in change-point analysis1,004 cited
• 2004Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns784 cited
• 1999Volatility in Emerging Stock Markets735 cited
• 1988Estimating the number of change-points via Schwarz' criterion628 cited
• 1993Nonparametric Methods in Change-Point Problems625 cited
• 1991Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression440 cited
• 1994Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance399 cited
• 1977Testing a Sequence of Observations for a Shift in Location338 cited
• 2005Nonstationarities in Stock Returns296 cited
• 2000Least‐squares Estimation of an Unknown Number of Shifts in a Time Series276 cited
• 2000Change-Point Estimation in ARCH Models238 cited
• 1999Detection of multiple changes in a sequence of dependent variables231 cited
• 2006Detection of multiple change-points in multivariate time series