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BibTeX entry
@Article{Lee:2015:CPC,
author = "Sangyeol Lee and Byungsoo Kim",
title = "Copula parameter change test for nonlinear {AR} models
with nonlinear {GARCH} errors",
journal = j-STAT-METHODOL,
volume = "25",
number = "??",
pages = "1--22",
month = jul,
year = "2015",
CODEN = "????",
ISSN = "1572-3127 (print), 1878-0954 (electronic)",
ISSN-L = "1572-3127",
bibdate = "Fri Feb 6 07:55:04 MST 2015",
bibsource = "http://www.math.utah.edu/pub/tex/bib/statmethodol.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S1572312715000027",
acknowledgement = ack-nhfb,
fjournal = "Statistical Methodology",
journal-URL = "http://www.sciencedirect.com/science/journal/15723127/",
}
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