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Daniel B. Nelson | Researchclopedia

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Daniel B. Nelson

University of Basel ORCID

228

Works

19,271

Citations

38

h-index

70

i10-index

Research Topics

Isotope Analysis in Ecology Geology and Paleoclimatology Research Magnetic confinement fusion research

Affiliations

Oak Ridge National Laboratory1973–1981

Planetary Science Institute2011–2011

National Bureau of Economic Research1996–1996

United States Department of Energy1980–1980

Cisco Systems (United States)2011–2011

Top Works

Conditional Heteroskedasticity in Asset Returns: A New Approach

Daniel B. Nelson

199110,305 citations

Plant Water Relations and Carbon Dynamics

Financial Risk and Volatility Modeling

Stationarity and Persistence in the GARCH(1,1) Model

Daniel B. Nelson

19901,121 citations

A first assessment of the impact of the extreme 2018 summer drought on Central European forests

Bernhard Schuldt,Allan Buras,et al.

2020999 citations

ARCH models as diffusion approximations

Daniel B. Nelson

1990957 citations

Chapter 49 Arch models

Tim Bollerslev,Robert F. Engle,et al.

1994884 citations

Inequality Constraints in the Univariate GARCH Model

Daniel B. Nelson,Charles Cao

1992501 citations

Good News, Bad News, Volatility, and Betas

Phillip Braun,Daniel B. Nelson,et al.

1995418 citations

Simple Binomial Processes as Diffusion Approximations in Financial Models

Daniel B. Nelson,Krishna Ramaswamy

1990391 citations

Filtering and Forecasting With Misspecified Arch Models I: Getting The Right Variance With The Wrong Model*

Daniel B. Nelson

1996260 citations