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Article
Title:
The Effects of Additive Outliers and Measurement Errors When Testing for Structural Breaks in Variance
Authors:
Paulo M. M. Rodrigues
(
U Nova
,
Bank of Portugal
)
Antonio Rubia
(
U Alicante
)
Journal:
Oxford Bulletin of Economics and Statistics
Year:
2011
Volume:
73
Pages:
449-468
JEL codes:
C22 - Time-Series Models
G12 - Asset Pricing; Trading volume; Bond Interest Rates
C58 - Financial Econometrics
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