Concepedia

Daniel B. Nelson

DB

Statistics

Publications

60

Citations

17.9K

H-Index

34

Active since

1974

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 natural sciences, life sciences, and plant sciences.

Publications per year

1974–2025

60

Publications

60

Conditional Heteroskedasticity in Asset Returns: A New Approach

Daniel B. Nelson · Econometrica · 1991 · 10.4K citations

Business, Economics, Finance +17

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

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

Natural Sciences, Mathematics, Financial Economics +14

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 · 1K citations · Full text

Natural Resources, Ecology, Forestry +17

ARCH models as diffusion approximations

Daniel B. Nelson · Journal of Econometrics · 1990 · 964 citations

Engineering, Mathematics, Stochastic Processes +6

Inequality Constraints in the Univariate GARCH Model

Daniel B. Nelson, Charles Cao · Journal of Business and Economic Statistics · 1992 · 506 citations

Business, Finance, Mathematics +10

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