Testing for Arch in the Presence of Additive Outliers

Testing for Arch in the Presence of Additive Outliers

Dick van Dijk, Philip Hans Franses and André Lucas
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Volume:
14
Language:
english
Journal:
Journal of Applied Econometrics
DOI:
10.2307/223205
Date:
September, 1999
File:
PDF, 659 KB
english, 1999
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