The effects of outliers on two nonlinearity tests

Communications in Statistics - Theory and Methods

Volumn 29, Issue 3, 2000, Pages 897-918

  Tolvi, Jussi ^a  

^a Department of Economics ^*  (Finland)

Author keywords

ARCH; Bilinearity; GARCH; Lagrange multiplier test

Indexed keywords

EID: 31244432190     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610910008813645     Document Type: Article

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