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 |
| Extent: | 30 S. : graph. Darst |
|---|---|
| Series: | Report / Erasmus Center for Financial Research, Erasmus University. - Rotterdam, ZDB-ID 2183849-5. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000966917