Testing for ARCH in the presence of additive outliers

D. van Dijk, P.H. Franses, A. Lucas

Research output: Contribution to JournalArticleAcademic

Original languageEnglish
Pages (from-to)539-562
Number of pages24
JournalJournal of Applied Econometrics
Volume14
DOIs
Publication statusPublished - 1999

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