GARCH modelling of volatility: An introduction to theory and applications

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Professional

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

@inbook{49a7d0f0f573416b83be0b38fe2c7d93,

title = "GARCH modelling of volatility: An introduction to theory and applications",

author = "T.E. Nijman and F.C. Palm",

note = "Pagination: 31",

year = "1993",

language = "English",

isbn = "0122146859",

pages = "153--183",

editor = "\{de Zeeuw\}, A.J.",

booktitle = "Advanced lectures in quantitative economics II",

publisher = "Academic Press",

address = "United States",

}