Recent developments in modeling volatility in financial data

T.E. Nijman, F.C. Palm

Research output: Working paperDiscussion paperOther research output

220 Downloads (Pure)
Original languageEnglish
PublisherUnknown Publisher
Number of pages45
Volume1991-68
Publication statusPublished - 1991

Publication series

NameCentER Discussion Paper
Volume1991-68

Keywords

  • Economics
  • Capital Markets

Cite this

Nijman, T. E., & Palm, F. C. (1991). Recent developments in modeling volatility in financial data. (CentER Discussion Paper; Vol. 1991-68). Unknown Publisher.
Nijman, T.E. ; Palm, F.C. / Recent developments in modeling volatility in financial data. Unknown Publisher, 1991. (CentER Discussion Paper).
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author = "T.E. Nijman and F.C. Palm",
note = "Pagination: 45",
year = "1991",
language = "English",
volume = "1991-68",
series = "CentER Discussion Paper",
publisher = "Unknown Publisher",
type = "WorkingPaper",
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}

Nijman, TE & Palm, FC 1991 'Recent developments in modeling volatility in financial data' CentER Discussion Paper, vol. 1991-68, Unknown Publisher.

Recent developments in modeling volatility in financial data. / Nijman, T.E.; Palm, F.C.

Unknown Publisher, 1991. (CentER Discussion Paper; Vol. 1991-68).

Research output: Working paperDiscussion paperOther research output

TY - UNPB

T1 - Recent developments in modeling volatility in financial data

AU - Nijman, T.E.

AU - Palm, F.C.

N1 - Pagination: 45

PY - 1991

Y1 - 1991

KW - Economics

KW - Capital Markets

M3 - Discussion paper

VL - 1991-68

T3 - CentER Discussion Paper

BT - Recent developments in modeling volatility in financial data

PB - Unknown Publisher

ER -

Nijman TE, Palm FC. Recent developments in modeling volatility in financial data. Unknown Publisher. 1991. (CentER Discussion Paper).