| Original language | English |
|---|---|
| Title of host publication | Advanced lectures in quantitative economics II |
| Editors | A.J. de Zeeuw |
| Place of Publication | London |
| Publisher | Academic Press |
| Pages | 153-183 |
| Number of pages | 31 |
| ISBN (Print) | 0122146859 |
| Publication status | Published - 1993 |
Cite this
Nijman, T. E., & Palm, F. C. (1993). GARCH modelling of volatility: An introduction to theory and applications. In A. J. de Zeeuw (Ed.), Advanced lectures in quantitative economics II (pp. 153-183). Academic Press.