Daniel B. Nelson

1991

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Daniel B. Nelson trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Robert F. Engle
  2. Tim Bollerslev
  3. Eugene F. Fama

Who trusts Daniel B. Nelson overall

  1. Robert F. Engle
  2. Tim Bollerslev
  3. Michael Mcaleer
  4. Turan G. Bali
  5. Ole E. Barndorff-Nielsen
  6. Torben G. Andersen
  7. Christian Francq
  8. S. J. Koopman
  9. Christopher S. Jones
  10. Sébastien-Yves Laurent

Papers from Daniel B. Nelson's perspective

Ordered by how strongly the researchers Daniel B. Nelson trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  3. The Pricing of Options and Corporate Liabilities
  4. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  5. The Behavior of Stock-Market Prices
  6. The Cross‐Section of Expected Stock Returns
  7. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  8. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  9. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  10. A Closed-Form GARCH Option Valuation Model

Their papers