Testing for ARCH in the presence of additive outliers
Dick Van Dijk, Philip Hans Franses, André LucasVolume:
14
Année:
1999
Langue:
english
Pages:
24
DOI:
10.1002/(sici)1099-1255(199909/10)14:53.0.co;2-w
Fichier:
PDF, 279 KB
english, 1999