Testing for ARCH in the presence of additive outliers

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

Research output: Contribution to Journal › Article › Academic

Original language	English
Pages (from-to)	539-562
Number of pages	24
Journal	Journal of Applied Econometrics
Volume	14
DOIs	https://doi.org/10.1002/(SICI)1099-1255(199909/10)14:5<539::AID-JAE526>3.3.CO;2-N
Publication status	Published - 1999

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title = "Testing for ARCH in the presence of additive outliers",

author = "{van Dijk}, D. and P.H. Franses and A. Lucas",

year = "1999",

doi = "10.1002/(SICI)1099-1255(199909/10)14:5<539::AID-JAE526>3.3.CO;2-N",

language = "English",

volume = "14",

pages = "539--562",

journal = "Journal of Applied Econometrics",

issn = "0883-7252",

publisher = "John Wiley and Sons Ltd",

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TY - JOUR

T1 - Testing for ARCH in the presence of additive outliers

AU - van Dijk, D.

AU - Franses, P.H.

AU - Lucas, A.

PY - 1999

Y1 - 1999

U2 - 10.1002/(SICI)1099-1255(199909/10)14:5<539::AID-JAE526>3.3.CO;2-N

DO - 10.1002/(SICI)1099-1255(199909/10)14:5<539::AID-JAE526>3.3.CO;2-N

M3 - Article

VL - 14

SP - 539

EP - 562

JO - Journal of Applied Econometrics

JF - Journal of Applied Econometrics

SN - 0883-7252

ER -