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A note on the normalized residuals from ARCH and stochastic volatility models
Nelson, Daniel B. - 1990 - Rev
Persistent link: https://www.econbiz.de/10000809491
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Price volatility, international market links, and their implications for regulatory policy : comment
Nelson, Daniel B. - 1989
Persistent link: https://www.econbiz.de/10000811120
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ARCH models as diffusion approximations
Nelson, Daniel B. - 1990 - Rev. version of WP 88-69
Persistent link: https://www.econbiz.de/10000811121
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Filtering and forecasting with misspecified ARCH models I : getting the right variance with the wrong model
Nelson, Daniel B. - 1990
Persistent link: https://www.econbiz.de/10000811128
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A note on the inequality constraints in the univariate GARCH model
Nelson, Daniel B. - 1990
Persistent link: https://www.econbiz.de/10000811130
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Optimization models as predictors of behavior
Nelson, Daniel B. - 1988 - Rev
Persistent link: https://www.econbiz.de/10000766241
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ARCH models as diffusion approximations
Nelson, Daniel B. - 1988
Persistent link: https://www.econbiz.de/10000766242
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Conditional heteroskedasticity in asset returns : a new approach
Nelson, Daniel B. - 1989 - Rev
Persistent link: https://www.econbiz.de/10000766245
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Stationarity and persistence in the GARCH (1,1) model
Nelson, Daniel B. - 1988 - Rev
Persistent link: https://www.econbiz.de/10000766332
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Vector attenuation bias in the classical errors-in-variables model
Nelson, Daniel B. - In: Economics letters 49 (1995) 4, pp. 345-349
Persistent link: https://www.econbiz.de/10001190463