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I recently given PMP exam and I couldn't crack it in one of the process group. When I look back, I felt I didn't do well in change management related questions. Does anyone can share some guidelines specially managing change requests from initiation to closing process groups.

I really looking for some support.
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Your question is quite broad, but here are some points to offer to you:

Change Management is largely in the domains of Planning, Executing and Monitoring & Controlling. I don't think it applies to Initiation and only the documenting part of the Change Log is addressed in Closing.

Key is you always strive to prevent the root cause of (unnecessary) changes. But if this does not happen, then:
1. Update the Change Log (documenting the change).
2. Evaluate the impact on the major constraints.
3. Perform Integrated Change Control for approval/denial.
4. Update project documents to reflect the change decision.
5. Communicate the change and its impacts to Stakeholders.
6. Get back to managing the project according to the new plan.

Not sure if the above hits the mark, but hopefully others will weigh-in with additional ideas/advice.
Change Management starts with the original project scope. Without the Original project requirements and scope, there is no way to define what a "Change" is.

Great pointers from James above on the "what do when it happens", but the groundwork and foundations of the scope make identifying and managing change easier, limiting scope creep.
Dear Rajesh
Here at you will find interesting thoughts on Change Management
Thanks to all...
Could you pls provide some resources (sample questions with solutions) on change management for my practice
Change management goes far beyond changes to the product level deliverables. If you look at the various documents in the PMBoK, they are all subject to change management.

I would suggest reading up on Configuration Control. Configuration Management is an element of Configuration Control and Change Management is a part of Configuration Control.

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