Testing for ARCH in the presence of additive outliers

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

Econometrics and Data Science

Research output: Book / Report › Report › Professional

220 Downloads (Pure)

Original language	English
Place of Publication	Amsterdam
Publisher	Econometric Institute
Commissioning body	Unknown commissioning body
Number of pages	30
Publication status	Published - 1996

Publication series

Name	Econometric Institute Report
No.	9659/A

Bibliographical note

(also ECFR Report 9603)

Access to Document

106690Final published version, 324 KB

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