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Stochastic volatility in asset prices : estimation with simulated maximum likelihood
Daníelsson, Jón - In: Journal of econometrics 64 (1994) 1, pp. 375-400
Persistent link: https://www.econbiz.de/10001166420
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Global financial systems : stability and risk
Daníelsson, Jón - 2013
Persistent link: https://www.econbiz.de/10009784980
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Cryptocurrencies : policy, economics and fairness
Daníelsson, Jón - 2018
Persistent link: https://www.econbiz.de/10012214016
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Financial policy after the crisis
Daníelsson, Jón - In: The 2008 global financial crisis in retrospect : causes …, (pp. 257-279). 2019
Jon Danielsson discusses the use of capital ratios and macroprudential regulation and describes the limitations of each policy: How banks can inflate capital ratios, how capital requirements fail to reduce the risk of aggregate shocks and how Basel III regulations burden smaller banks relative...
Persistent link: https://www.econbiz.de/10012131796
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The emperor has no clothes : limits to risk modelling
Daníelsson, Jón - 2000
Persistent link: https://www.econbiz.de/10001535401
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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
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Vof or VaR?: Firm value and risk management
Daníelsson, Jón; Jorgensen, Bjorn N.; Vries, Casper G. de - 1999
Persistent link: https://www.econbiz.de/10001473033
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Multivariate stochastic volatility
Daníelsson, Jón - 1995
Persistent link: https://www.econbiz.de/10000913125
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Multivariate stochastic volatility : simulated likelihood estimation
Daníelsson, Jón - 1994
Persistent link: https://www.econbiz.de/10000902080
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Value-at-risk and extreme returns
Daníelsson, Jón; Vries, Casper G. de - 1997
Persistent link: https://www.econbiz.de/10000975058