List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Vector attenuation bias in the classical errors-in-variables model Economics Letters | 1997-02-27 | Paper |
| Asymptotic filtering theory for multivariate ARCH models Journal of Econometrics | 1996-09-18 | Paper |
| Asymptotically Optimal Smoothing with Arch Models Econometrica | 1996-08-05 | Paper |
| Filtering and forecasting with misspecified ARCH models. II: Making the right forecast with the wrong model Journal of Econometrics | 1995-09-14 | Paper |
| Asymptotic Filtering Theory for Univariate Arch Models Econometrica | 1995-01-19 | Paper |
| Filtering and forecasting with misspecified ARCH models I. Getting the right variance with the wrong model Journal of Econometrics | 1992-06-28 | Paper |
| Conditional Heteroskedasticity in Asset Returns: A New Approach Econometrica | 1991-01-01 | Paper |
| ARCH models as diffusion approximations Journal of Econometrics | 1990-01-01 | Paper |
Research outcomes over time
This page was built for person: Daniel B. Nelson
