GARCH modelling of volatility: An introduction to theory and applications

T.E. Nijman, F.C. Palm

Research output: Chapter in Book/Report/Conference proceedingChapterProfessional

Original languageEnglish
Title of host publicationAdvanced lectures in quantitative economics II
EditorsA.J. de Zeeuw
Place of PublicationLondon
PublisherAcademic Press
Pages153-183
Number of pages31
ISBN (Print)0122146859
Publication statusPublished - 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.