Concepedia

Daniel B. Nelson

DB

60

Publications

17.5K

Citations

34

H-Index

1974

Active since

Affiliations

University of Basel(Current)

University of Chicago

University of Washington

Oak Ridge National Laboratory

Princeton University

Daniel B. Nelson is an author at University of Basel specializing in engineering, earth science, and physics.

ORCID

Top concepts

Publications per year

1974–2025

60

Publications

60

Conditional Heteroskedasticity in Asset Returns: A New Approach

Daniel B. Nelson · Econometrica · 1991 · 10.3K citations

, , +15

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

Daniel B. Nelson · Econometric Theory · 1990 · 1.1K citations

, , +9

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

Bernhard Schuldt, Allan Buras, Matthias Arend et al. · Basic and Applied Ecology · 2020 · 985 citations · Full text

ARCH models as diffusion approximations

Daniel B. Nelson · Journal of Econometrics · 1990 · 955 citations

, , +1

Inequality Constraints in the Univariate GARCH Model

Daniel B. Nelson, Charles Cao · Journal of Business and Economic Statistics · 1992 · 501 citations

, , +11

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