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Testing for ARCH in the presence of additive outliers

By Dick Van Dijk, Philip Hans Franses and André Lucas
Publisher: Wiley
Year: 2002
DOI identifier: 10.1002/(sici)1099-1255(199909/10)14:5<539::aid-jae526>3.3.co;2-n
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Provided by: MUCC (Crossref)
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