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type_genre:"Congress report"
type_genre:"Graue Literatur"
~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~person:"Corsetti, Giancarlo"
~person:"Daníelsson, Jón"
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ECONIS (ZBW)
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1
On time-scaling of risk and the square-root-of-time-rule
Daníelsson, Jón
;
Zigrand, Jean-Pierre
-
2003
Persistent link: https://www.econbiz.de/10001744068
Saved in:
2
Does one soros make a difference? : A theory of currency crises with large and small traders
Corsetti, Giancarlo
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001581222
Saved in:
3
What happens when you regulate risk? : Evidence from a simple equilibrium model
Daníelsson, Jón
;
Zigrand, Jean-Pierre
-
2001
Persistent link: https://www.econbiz.de/10001622266
Saved in:
4
Asset price dynamics with value-at-risk constrained traders
Daníelsson, Jón
;
Shin, Hyun Song
;
Zigrand, Jean-Pierre
-
2001
Persistent link: https://www.econbiz.de/10001622267
Saved in:
5
Real trading patterns and prices in spot foreign exchange markets
Daníelsson, Jón
;
Payne, Richard
-
1999
Persistent link: https://www.econbiz.de/10001379444
Saved in:
6
Beyond the sample : extreme quantile and probability estimation
Daníelsson, Jón
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000989750
Saved in:
7
Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
-
1997
Persistent link: https://www.econbiz.de/10000975058
Saved in:
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