Standout Papers

Stationarity and Persistence in the GARCH(1,1) Model 1990 2026 2002 2014 6.5k
  1. Stationarity and Persistence in the GARCH(1,1) Model (1990)
    Daniel B. Nelson Econometric Theory
  2. ARCH models as diffusion approximations (1990)
    Daniel B. Nelson Journal of Econometrics
  3. Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)
    Daniel B. Nelson Econometrica

Citation Impact

17 by Nobel laureates 14 from Science/Nature 122 standout
Sub-graph 1 of 14

Citing Papers

Lost world of complex life and the late rise of the eukaryotic crown
2023 StandoutNature
Global droughts connected by linkages between drought hubs
2023 Standout

Works of Daniel B. Nelson being referenced

Impact of drill core contamination on compound-specific carbon and hydrogen isotopic signatures
2019
Drought variability in the Pacific Northwest from a 6,000-yr lake sediment record
2011

Author Peers

Author Atmospheric Science Ecology GPC Finance EE Last Decade Papers Cites
Daniel B. Nelson 418 318 458 8002 6976 87 10.6k
Jean‐Baptiste Thibault 28 1.4k
Iman Adibi 2 45 232
Dieter Hennecke 10 27 8 2 35 421
Mette Krogh 1 2 12 688
Anne L. Secord 26 110 24 13 376

All Works

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2026