Narrow search
Showing 1 - 10 of 27
Cover Image
Incentives for effective risk management
Danielsson, Jon; Jorgensen, Bjørn N.; de Vries, Casper G. - In: Journal of banking & finance 26 (2002) 7, pp. 1407-1426
Persistent link: https://www.econbiz.de/10005889433
Cover Image
The emperor has no clothes: Limits to risk modelling
Danielsson, Jon - In: Journal of banking & finance 26 (2002) 7, pp. 1273-1296
Persistent link: https://www.econbiz.de/10005889439
Cover Image
Comment - Bayesian Analysis of Stochastic Volatility Models
Danielsson, Jon - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 4, pp. 393-394
Persistent link: https://www.econbiz.de/10008224423
Cover Image
Countercyclical Capital and Currency Dependence
Danielsson, Jon; Jonsson, Ásgeir - In: Financial markets, institutions & instruments 14 (2005) 5, pp. 329-348
Persistent link: https://www.econbiz.de/10007226600
Cover Image
On the Feasibility of Risk Based Regulation
Danielsson, Jon - In: CESifo economic studies : CESifo, a joint initiative of … 49 (2003) 2, pp. 157-180
Persistent link: https://www.econbiz.de/10007655153
Cover Image
Value-at-Risk and Extreme Returns
Danielsson, Jon; Vries, Casper G.De - In: Annales d'économie et de statistique (2000) 60, pp. 239
Persistent link: https://www.econbiz.de/10007919758
Cover Image
On time-scaling of risk and the square-root-of-time rule
Danielsson, Jon; Zigrand, Jean-Pierre - In: Journal of banking & finance 30 (2006) 10, pp. 2701-2714
Persistent link: https://www.econbiz.de/10007284224
Cover Image
The Cost of Conservatism - New theoretical tools make the Basle Committee's approach to market risk capital outdated and inefficient.
Danielsson, Jon; Hartmann, Phillip; Vries, Casper de - In: Risk : managing risk in the world's financial markets 11 (1998) 1, pp. 101-103
Persistent link: https://www.econbiz.de/10007065403
Cover Image
The Cost of Conservatism - New theoretical tools make the Basle Committee's approach to market risk capital outdated and inefficient.
Danielsson, Jon; Hartmann, Phillip; Vries, Casper de - In: Risk : managing risk in the world's financial markets 11 (1998) 1, pp. 101-103
Persistent link: https://www.econbiz.de/10007065421
Cover Image
Multivariate stochastic volatility models: Estimation and a comparison with VGARCH models
Danielsson, Jon - In: Journal of empirical finance 5 (1998) 2, pp. 155
Persistent link: https://www.econbiz.de/10007248448