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The emperor has no clothes: limits to risk modelling

Daníelsson, Jón - In: Risk measures for the 21st century, (pp. 13-32). 2004

Persistent link: https://www.econbiz.de/10002081475

The emperor has no clothes : limits to risk modelling

Daníelsson, Jón - 2000

Persistent link: https://www.econbiz.de/10001535401

The emperor has no clothes: limits to risk modelling

Daníelsson, Jón - In: Journal of banking & finance 26 (2002) 7, pp. 1273-1296

Persistent link: https://www.econbiz.de/10001688470

Forecasting extreme financial risk : a critical analysis of practical methods for the Japanese market

Daníelsson, Jón; Morimoto, Yuji - In: Monetary and economic studies 18 (2000) 2, pp. 25-48

Persistent link: https://www.econbiz.de/10001539606

Forecasting extreme financial risk : a critical analysis of practical methods for the Japanese market

Daníelsson, Jón; Morimoto, Yuji - 2000

Persistent link: https://www.econbiz.de/10001468860

Forecasting extreme financial risk

Daníelsson, Jón - In: Risk management : a modern perspective, (pp. 509-536). 2006

Persistent link: https://www.econbiz.de/10003271617

Learning from history : volatility and financial crises

Daníelsson, Jón; Valenzuela, Marcela; Zer, Ilknur - 2018 - This version: January 2018

Persistent link: https://www.econbiz.de/10012204110

Robust forecasting of dynamic conditional correlation GARCH models

Boudt, Kris; Daníelsson, Jón; Laurent, Sébastien - 2010

Persistent link: https://www.econbiz.de/10009126801

Robust forecasting of dynamic conditional correlation GARCH models

Boudt, Kris; Daníelsson, Jón; Laurent, Sébastien - In: International journal of forecasting 29 (2013) 2, pp. 244-257

Persistent link: https://www.econbiz.de/10009743433

Abnormal returns, risk, and options in large data sets

Caserta, Silvia; Daníelsson, Jón; Vries, Casper G. de - 1998

Large data sets in finance with millions of observations have becomewidely available. Such data sets enable the construction of reliablesemi-parametric estimates of the risk associated with extreme pricemovements. Our approach is based on semi-parametric statisticalextreme value analysis, and...

Persistent link: https://www.econbiz.de/10011299966