References
- Inclán , C. and Tiao , G. C. 1994 . Use of cumulative sums of squares for retrospective detection of changes of variance . Journal of the American Statistical Association , 89 : 913 – 923 .
- Li , Dong , Lin , S. K. and Li , C. 1997 . The impact of settlement time on the volatility of stock markets . Applied Financial Economics , 7 : 689 – 694 .