Testing for arch in the presence of additive outliers

Dick van Dijk, Philip Hans Franses and André Lucas

Year of publication:	1996
Authors:	Dijk, Dick van ; Franses, Philip Hans ; Lucas, André
Publisher:	Rotterdam
Subject:	Zeitreihenanalyse \| Time series analysis \| ARCH-Modell \| ARCH model \| Statistischer Test \| Statistical test \| Schätztheorie \| Estimation theory

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