On break detection in volatility function of a tau-dependent process. Gulf Journal of Mathematics, [S. l.], v. 19, n. 1, p. 1–15, 2025. DOI: 10.56947/gjom.v19i1.2068. Disponível em: https://www.gjom.org/index.php/gjom/article/view/2068. Acesso em: 20 aug. 2026.