Authors: Van Dijk, D Franses, PH Lucas, A

Citation: D. Van Dijk et al., Testing for ARCH in the presence of additive outliers, J APPL ECON, 14(5), 1999, pp. 539-562

Authors: Van Dijk, D Franses, PH Lucas, A

Citation: D. Van Dijk et al., Testing for smooth transition nonlinearity in the presence of outliers, J BUS ECON, 17(2), 1999, pp. 217-235