Testing for ARCH in the Presence of Additive Outliers
| Year of publication: |
1999
|
|---|---|
| Authors: | Dijk, D.van ; Franses, P.H. ; Lucas, A. |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 14.1999, 5, p. 539-562
|