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Laurent, Sébastien
26
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10
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7
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5
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Journal of empirical finance
6
Journal of applied econometrics
5
Journal of banking & finance
4
Journal of international financial markets, institutions & money
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Financial markets, institutions & instruments
3
Risk : managing risk in the world's financial markets
3
Financial stability review : FSR
2
International journal of finance & economics : IJFE
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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CESifo economic studies : CESifo, a joint initiative of the University of Munich's Center for Economic Studies and the Ifo Institute
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Econometric theory
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Economic policy : a European forum
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Economic theory
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Economics letters
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European economic review : EER
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European journal of operational research : EJOR
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International economic review
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International journal of forecasting
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Journal of economic surveys
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Les techniques de l'Industrie minérale
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Monetary and economic studies
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Revue du droit de l'Union européenne : revue trimestrielle de droit européen
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Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of futures markets
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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/10010087831
Saved in:
2
Robust estimation of intraweek periodicity in volatility and jump detection
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 353-368
Persistent link: https://www.econbiz.de/10008849033
Saved in:
3
On the efficacy of financial regulations
Daníelsson, Jón
- In:
Financial stability review : FSR
13
(
2009
),
pp. 53-63
Persistent link: https://www.econbiz.de/10009921083
Saved in:
4
Estimation of the stochastic volatility models by simulated maximum likelihood : C++ code
Daníelsson, Jón
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
1
(
1996
)
1
,
pp. 39-34
Persistent link: https://www.econbiz.de/10009949692
Saved in:
5
The impact of risk regulation on price dynamics
Daníelsson, Jón
;
Shin, Hyun Song
;
Zigrand, Jean-Pierre
- In:
Journal of banking & finance
28
(
2004
)
5
,
pp. 1069-1088
Persistent link: https://www.econbiz.de/10007790515
Saved in:
6
On the Role of Regulatory Banking Capital
Benink, Harald
;
Daníelsson, Jón
;
Jónsson, Ásgeir
- In:
Financial markets, institutions & instruments
17
(
2008
)
1
,
pp. 85-96
Persistent link: https://www.econbiz.de/10007904788
Saved in:
7
Foreword
Benink, Harald
;
Daníelsson, Jón
;
Goodhart, Charles
- In:
Financial markets, institutions & instruments
17
(
2008
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10007904795
Saved in:
8
Equilibrium asset pricing with systemic risk
Daníelsson, Jón
;
Zigrand, Jean-Pierre
- In:
Economic theory
35
(
2008
)
2
,
pp. 293-320
Persistent link: https://www.econbiz.de/10007912238
Saved in:
9
Regulation hedge funds
Daníelsson, Jón
;
Zigrand, Jean-Pierre
- In:
Financial stability review : FSR
10
(
2007
),
pp. 29-36
Persistent link: https://www.econbiz.de/10009921056
Saved in:
10
Fat tails, VaR and subadditivity
Daníelsson, Jón
;
Jorgensen, Bjørn N.
;
Samorodnitsky, …
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 283-291
Persistent link: https://www.econbiz.de/10010063355
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