Original language | English |
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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 |
GARCH modelling of volatility: An introduction to theory and applications
T.E. Nijman, F.C. Palm
Research output: Chapter in Book/Report/Conference proceeding › Chapter › Professional