GAUSS implementation of the ICSS calculation routines from Sansó et al. "Testing for Changes in the Unconditional Variance of Financial Time Series", provided from Dr. Sansó (2019-03-07)
by
Andreu Sansó, Vicent Aragó and Josep Lluís Carrion-i-Silvestre (code author)
icss.zip holds the complete content
extracted to the /icss/ folder
datasets are copied to the /datasets/