Testing for Change in Stochastic Volatility with Long Range Dependence Annika Betken ∗ Faculty of Mathematics Ruhr-Universit¨ at Bochum annika.betken@rub.de RafaGLYPH<suppress>l Kulik Department of Mathematics and Statistics University of Ottawa rkulik@uottawa.ca June 21, 2017 arXiv:1706.06351v1 [math.ST] 20 Jun 2017 ∗ Research supported by the German National Academic Foundation and Collaborative Research Center SFB 823 Statistical modelling of nonlinear dynamic processes . 1