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Filtering and Forecasting with Misspecified Arch Models II: Making the Right Forecast with the Wrong Model / Daniel B. Nelson, Dean P. Foster. by Series: Technical Working Paper Series (National Bureau of Economic Research) ; no. t0132.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 1992
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber t0132.

Continuous Record Asymptotics for Rolling Sample Variance Estimators / Dean P. Foster, Daniel B. Nelson. by Series: Technical Working Paper Series (National Bureau of Economic Research) ; no. t0163.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 1994
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber t0163.

Asymptotic Filtering Theory for Multivariate ARCH Models / Daniel B. Nelson. by Series: Technical Working Paper Series (National Bureau of Economic Research) ; no. t0162.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 1994
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber t0162.

Asymptotically Optimal Smoothing with ARCH Models / Daniel B. Nelson. by Series: Technical Working Paper Series (National Bureau of Economic Research) ; no. t0161.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 1994
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber t0161.

Asypmtotic Filtering Theory for Univariate Arch Models / Daniel B. Nelson, Dean P. Foster. by Series: Technical Working Paper Series (National Bureau of Economic Research) ; no. t0129.
Material type: Text Text; Format: available online remote; Literary form: Not fiction ; Audience: Specialized;
Publication details: Cambridge, Mass. National Bureau of Economic Research 1994
Availability: Items available for reference: Biblioteca Digital: Not For Loan (1)Call number: nber t0129.

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