Re-examining the asymmetric predictability of conditional variances: The role of sudden changes in variance

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Sudden changes in volatility: The case of five central European stock markets (2009, methodology): “2 The ICSS algorithm is also applied to foreign exchange markets by Malik (2003) and large and small capitalization stocks by Ewing and Malik (2005).”
Global financial crisis and spillover effects among the U.S. and BRICS stock markets (2016, result): “This result is not in line with existing studies (e.g., Ewing and Malik, 2005; Hammoudeh and Li, 2008; Mensi, et al, 2014).”
Volatility transmission between gold and oil futures under structural breaks (2013, methodology): “For our bivariate GARCH model, we follow Ewing and Malik (2005) and introduce a set of dummy variables to the model given in (3) such that:”
Volatility Transmission Models: A Survey (2006, unknown): “Ewing and Malik (2005) suggest that accounting for volatility shifts considerably reduces the transmission in volatility and, in their case, it even removes the spillover effects.”
Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence? (2014, background): “Recently, though, beginning with Ewing and Malik (2005), a strand of literature has developed, which is specifically concerned with the consequences of structural breaks in volatilities.”