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subject:"Theory"
type_genre:"Graue Literatur"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~person:"Daníelsson, Jón"
~subject:"World"
~type_genre:"Book section"
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1984-1996
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Daníelsson, Jón
Nijkamp, Peter
33
Rietveld, Piet
17
Bergh, Jeroen C. J. M. van den
13
Dekker, Rommert
13
Zhang, Shuzhong
13
Verhoef, Erik T.
12
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11
Haan, Laurens de
9
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9
Franses, Philip Hans
8
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8
Vries, Casper G. de
8
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7
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7
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6
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6
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6
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6
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5
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5
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5
Reggiani, Aura
5
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5
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4
Dijk, Frans van
4
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4
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4
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4
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4
Plug, Erik J. S.
4
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4
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4
Sloof, Randolph
4
Sluis, Pieter J. van der
4
Sneek, Kees
4
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4
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3
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3
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Discussion paper / Tinbergen Institute / Tinbergen Institute
Discussion paper / Tinbergen Institute
10
Discussion paper series / LSE Financial Markets Group
6
Report / Erasmus Center for Financial Research, Erasmus University
2
Special paper series / London School of Economics and Political Science, Financial Markets Group
2
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1
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1
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1
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1
IMES discussion paper series / Englische Ausgabe
1
Quantifying systemic risk
1
Risk management : a modern perspective
1
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1
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1
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ECONIS (ZBW)
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1
Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000980737
Saved in:
2
Beyond the sample : extreme quantile and probability estimation
Daníelsson, Jón
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000980742
Saved in:
3
Abnormal returns, risk, and options in large data sets
Caserta, Silvia
;
Daníelsson, Jón
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000994496
Saved in:
4
Using a bootstrap method to choose the sample fraction in tail index estimation
Daníelsson, Jón
(
contributor
)
-
1997
Persistent link: https://www.econbiz.de/10000953451
Saved in:
5
Tail index and quantile estimation with very high frequency data
Daníelsson, Jón
;
Vries, Casper G. de
-
1996
Persistent link: https://www.econbiz.de/10000937915
Saved in:
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