Original language | English |
---|---|
Pages (from-to) | 539-562 |
Number of pages | 24 |
Journal | Journal of Applied Econometrics |
Volume | 14 |
DOIs | |
Publication status | Published - 1999 |
Testing for ARCH in the presence of additive outliers
D. van Dijk, P.H. Franses, A. Lucas
Research output: Contribution to Journal › Article › Academic