Testing for ARCH in the presence of additive outliers

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

Research output: Book / ReportReportProfessional

135 Downloads (Pure)
Original languageEnglish
Place of PublicationAmsterdam
PublisherEconometric Institute
Commissioning bodyUnknown commissioning body
Number of pages30
Publication statusPublished - 1996

Publication series

NameEconometric Institute Report
No.9659/A

Bibliographical note

(also ECFR Report 9603)

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