| 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). London: Academic Press.
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year = "1993",
language = "English",
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editor = "{de Zeeuw}, A.J.",
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Nijman, TE & Palm, FC 1993, GARCH modelling of volatility: An introduction to theory and applications. in AJ de Zeeuw (ed.), Advanced lectures in quantitative economics II. Academic Press, London, pp. 153-183.
GARCH modelling of volatility : An introduction to theory and applications. / Nijman, T.E.; Palm, F.C.
Advanced lectures in quantitative economics II. ed. / A.J. de Zeeuw. London : Academic Press, 1993. p. 153-183.Research output: Chapter in Book/Report/Conference proceeding › Chapter › Professional
TY - CHAP
T1 - GARCH modelling of volatility
T2 - An introduction to theory and applications
AU - Nijman, T.E.
AU - Palm, F.C.
N1 - Pagination: 31
PY - 1993
Y1 - 1993
M3 - Chapter
SN - 0122146859
SP - 153
EP - 183
BT - Advanced lectures in quantitative economics II
A2 - de Zeeuw, A.J.
PB - Academic Press
CY - London
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Nijman TE, Palm FC. GARCH modelling of volatility: An introduction to theory and applications. In de Zeeuw AJ, editor, Advanced lectures in quantitative economics II. London: Academic Press. 1993. p. 153-183