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institution:"Columbia University / Department of Economics"
~institution:"Escola de Pós-Graduação em Economia <Rio de Janeiro>"
~institution:"University of Chicago / Graduate School of Business"
~institution:"University of Exeter / Department of Economics"
~person:"Nelson, Daniel B."
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Search: subject_exact:"Estimation theory"
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Estimation theory
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Nelson, Daniel B.
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Columbia University / Department of Economics
Escola de Pós-Graduação em Economia <Rio de Janeiro>
University of Chicago / Graduate School of Business
University of Exeter / Department of Economics
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University of Chicago / Graduate School of Business / Department of Economics
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Asymptotic filtering theory for multivariate ARCH models
Nelson, Daniel B.
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1994
Persistent link: https://www.econbiz.de/10000899156
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Asymptotically optimal smoothing with ARCH models
Nelson, Daniel B.
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1994
Persistent link: https://www.econbiz.de/10000899157
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A note on the normalized errors in ARCH and stochastic volatility models
Nelson, Daniel B.
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1994
Persistent link: https://www.econbiz.de/10000899491
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