Título:

The Effects of Additive Outliers and Measurement Errors When Testing for Structural Breaks in Variance

Autores:

Paulo M. M. Rodrigues (U Nova, Bank of Portugal)
Antonio Rubia (U Alicante)

Revista:

Oxford Bulletin of Economics and Statistics

Ano:

2011

Volume:

73

Páginas:

449-468

Códigos JEL:

C22 - Time-Series Models
G12 - Asset Pricing; Trading volume; Bond Interest Rates
C58 - Financial Econometrics