@article{VSPUI_2020_16_1_a1,
     author = {D. A. Borzykh and A. A. Yazykov},
     title = {On the practical applicability of three {CUSUM-methods} for structural breaks detection in {EGARCH-models}},
     journal = {Vestnik Sankt-Peterburgskogo universiteta. Prikladna\^a matematika, informatika, processy upravleni\^a},
     pages = {19--30},
     publisher = {mathdoc},
     volume = {16},
     number = {1},
     year = {2020},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VSPUI_2020_16_1_a1/}
}