//-->
The emperor has no clothes : limits to risk modelling
Daníelsson, Jón, (2000)
The emperor has no clothes: limits to risk modelling
Daníelsson, Jón, (2002)
Time series analysis for financial market meltdowns
Kim, Young Shin, (2010)
Multivariate stochastic volatility models : estimation and a comparison with VGARCH models
Daníelsson, Jón, (1998)
Estimation of the stochastic volatility models by simulated maximum likelihood : C++ code
Daníelsson, Jón, (1996)