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). London: Academic Press.
Nijman, T.E. ; Palm, F.C. / GARCH modelling of volatility : An introduction to theory and applications. Advanced lectures in quantitative economics II. editor / A.J. de Zeeuw. London : Academic Press, 1993. pp. 153-183
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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 proceedingChapterProfessional

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T2 - An introduction to theory and applications

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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

ER -

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