In this paper we study the problem of fair allocation in economies with indivisible goods, dropping the usual restriction that one agent receives at most one indivisible good. We show that most of the results obtained in the literature do not hold when the above mentioned restriction is dropped.

The main goal when fitting GARCH models to conditionally heteroscedastic time series is to estimate the underlying volatilities. It is well known that outliers affect the estimation of the GARCH parameters. However, little is known about their effects when estimating volatilities. In this paper,...