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subject:"United States"
type_genre:"Bibliography included"
~person:"Nelson, Daniel B."
~subject:"USA"
~type_genre:"Article in journal"
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Nelson, Daniel B.
Hoffman, Dennis L.
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Maddala, Gangadharrao S.
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Hyung, Namwon
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Kniesner, Thomas J.
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Li, Hongyi
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McDonald, James B.
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
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Continuous record asymptotics for rolling sample variance estimators
Foster, Dean P.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
1
,
pp. 139-174
Persistent link: https://www.econbiz.de/10001194163
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2
Good news, bad news, volatility, and betas
Braun, Phillip A.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
5
,
pp. 1575-1603
Persistent link: https://www.econbiz.de/10001191709
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3
Conditional heteroskedasticity in asset returns : a new approach
Nelson, Daniel B.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
2
,
pp. 347-370
Persistent link: https://www.econbiz.de/10001101893
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