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type_genre:"Sammelwerk"
~isPartOf:"Econometric theory"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Nelson, Daniel B."
~subject:"Prognoseverfahren"
~subject:"Statistical test"
~subject:"Stichprobenerhebung"
~subject:"Theorie"
~subject:"USA"
~subject:"United States"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Lehrbuch"
~type_genre:"Systematic review"
~type_genre:"Textbook"
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Nelson, Daniel B.
Andrews, Donald W. K.
23
Phillips, Peter C. B.
20
Gouriéroux, Christian
19
Newey, Whitney K.
19
Robert, Christian P.
18
Zakoïan, Jean-Michel
15
Francq, Christian
13
Guégan, Dominique
10
Horowitz, Joel
10
Imbens, Guido
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White, Halbert
10
Linton, Oliver
9
Smith, Richard J.
9
Ghysels, Eric
8
Lee, Lung-fei
8
Monfort, Alain
8
Perron, Pierre
8
Robinson, Peter M.
8
Scaillet, Olivier
8
Wooldridge, Jeffrey M.
8
Diebold, Francis X.
7
Dufour, Jean-Marie
7
Engle, Robert F.
7
Guerre, Emmanuel
7
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7
Li, Qi
7
Saikkonen, Pentti
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6
Comte, Fabienne
6
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6
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6
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6
Lewbel, Arthur
6
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6
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Econometric theory
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Série des documents de travail / Centre de Recherche en Économie et Statistique
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
2
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
7
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1
A note on the normalized errors in ARCH and stochastic volatility models
Nelson, Daniel B.
- In:
Econometric theory
12
(
1996
)
1
,
pp. 113-128
Persistent link: https://www.econbiz.de/10001201815
Saved in:
2
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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3
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
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4
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:
5
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:
6
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:
7
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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