Van Kampen, MaartenWied, Dominik2010-09-222010-09-222010-09-22http://hdl.handle.net/2003/2739710.17877/DE290R-14188This paper generalizes some recently proposed tests which examine if a copula is constant over time. The i.i.d. assumption underlying these tests is relaxed by imposing only strong mixing and it is shown that the resulting tests are consistent against the alternative of a structural break.enDiscussion Paper / SFB 823;36/2010copulamixing310330620A nonparametric constancy test for copulas under mixing conditionsworking paper