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type_genre:"Aufsatz im Buch"
~person:"Nelson, Daniel B."
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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11
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Nelson, Daniel B.
Phillips, Peter C. B.
29
Leybourne, Stephen James
18
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17
Teräsvirta, Timo
17
Gao, Jiti
16
Harvey, Andrew C.
16
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16
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16
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16
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13
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13
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13
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11
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11
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10
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10
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10
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10
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10
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9
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9
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9
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9
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9
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9
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9
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9
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9
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9
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9
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8
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8
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8
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8
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8
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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
3
Journal of econometrics
2
Econometric theory
1
Handbook of econometrics ; Vol. 4
1
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ECONIS (ZBW)
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1
Asymptotic filtering theory for multivariate ARCH models
Nelson, Daniel B.
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10001194795
Saved in:
2
Asymptotically optimal smoothing with ARCH models
Nelson, Daniel B.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
3
,
pp. 561-573
Persistent link: https://www.econbiz.de/10001199898
Saved in:
3
Filtering and forecasting with misspecified ARCH models II : making the right forecast with the wrong model
Nelson, Daniel B.
- In:
Journal of econometrics
67
(
1995
)
2
,
pp. 303-335
Persistent link: https://www.econbiz.de/10001178181
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4
ARCH models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10001327597
Saved in:
5
Asymptotic filtering theory for univariate arch models
Nelson, Daniel B.
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10001169514
Saved in:
6
Inequality constraints in the univariate GARCH model
Nelson, Daniel B.
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
2
,
pp. 229-235
Persistent link: https://www.econbiz.de/10001124462
Saved in:
7
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
Saved in:
8
Stationarity and persistence in the GARCH (1,1) model
Nelson, Daniel B.
- In:
Econometric theory
6
(
1990
)
3
,
pp. 318-334
Persistent link: https://www.econbiz.de/10001118101
Saved in:
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