@article{Chen2008a,
	title = {Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility},
	author = {Gongmeng Chen and Yoon K. Choi and Yong Zhou},
	journal = {Journal of Econometrics},
	month = {Apr},
	number = {2},
	pages = {227--262},
	url = {http://www.sciencedirect.com/science/article/B6VC0-4PXDM7W-1/2/75cba1397a9813ef387f8011876229f7},
	volume = {143},
	year = {2008},
	biburl = {http://www.bibsonomy.org/bibtex/215b572f856d3eb0242701baab76db8f4/smicha},
	description = {Journal of Econometrics},
	keywords = {[alpha]-Mixing }
}