Daniel B. Nelson

Available identifiers

zbMath Open nelson.daniel-bMaRDI QIDQ1185105

List of research outcomes

Publication	Date of Publication	Type
Vector attenuation bias in the classical errors-in-variables model	1997-02-27	Paper
Asymptotic filtering theory for multivariate ARCH models	1996-09-18	Paper
Asymptotically Optimal Smoothing with Arch Models	1996-08-05	Paper
Filtering and forecasting with misspecified ARCH models. II: Making the right forecast with the wrong model	1995-09-14	Paper
Asymptotic Filtering Theory for Univariate Arch Models	1995-01-19	Paper
Filtering and forecasting with misspecified ARCH models I. Getting the right variance with the wrong model	1992-06-28	Paper
Conditional Heteroskedasticity in Asset Returns: A New Approach	1991-01-01	Paper
ARCH models as diffusion approximations	1990-01-01	Paper

Research outcomes over time

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