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On time-scaling of risk and th...
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Risk measure
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Daníelsson, Jón
28
Vries, Casper G. de
11
Jorgensen, Bjorn N.
9
Zigrand, Jean-Pierre
8
Sarma, Mandira
4
Danielsson, Jon
2
Morimoto, Yuji
2
Samorodnitsky, Gennady
2
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2
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Caserta, Silvia
1
Chen Zhou
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Ergun, Lerby Murat
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James, Kevin
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Yang, Xiaoguang
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Discussion paper / Tinbergen Institute
6
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4
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4
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3
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1
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
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1
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1
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1
Journal of financial stability
1
Monetary and economic studies
1
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Risk management : a modern perspective
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What happens when you regulate risk? : Evidence from a simple equilibrium model
Daníelsson, Jón
;
Zigrand, Jean-Pierre
-
2001
Persistent link: https://www.econbiz.de/10001622266
Saved in:
2
Asset price dynamics with value-at-risk constrained traders
Daníelsson, Jón
;
Shin, Hyun Song
;
Zigrand, Jean-Pierre
-
2001
Persistent link: https://www.econbiz.de/10001622267
Saved in:
3
The impact of risk regulation on price dynamcis
Daníelsson, Jón
;
Shin, Hyun Song
;
Zigrand, Jean-Pierre
- In:
Journal of banking & finance
28
(
2004
)
5
,
pp. 1069-1087
Persistent link: https://www.econbiz.de/10002006793
Saved in:
4
On time-scaling of risk and the square-root-of-time-rule
Daníelsson, Jón
;
Zigrand, Jean-Pierre
-
2003
Persistent link: https://www.econbiz.de/10001744068
Saved in:
5
On time-scaling of risk and the square-root-of-time rule
Daníelsson, Jón
;
Zigrand, Jean-Pierre
- In:
Journal of banking & finance
30
(
2006
)
10
,
pp. 2701-2713
Persistent link: https://www.econbiz.de/10003376422
Saved in:
6
Equilibrium asset pricing with systemic risk
Daníelsson, Jón
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003358716
Saved in:
7
Consistent measures of risk
Daníelsson, Jón
;
Jorgensen, Bjorn N.
;
Sarma, Mandira
; …
-
2006
Persistent link: https://www.econbiz.de/10003358836
Saved in:
8
Equilibrium asset pricing with systemic risk
Daníelsson, Jón
;
Zigrand, Jean-Pierre
- In:
Economic theory : official journal of the Society for …
35
(
2008
)
2
,
pp. 293-319
Persistent link: https://www.econbiz.de/10003654377
Saved in:
9
The emperor has no clothes : limits to risk modelling
Daníelsson, Jón
-
2000
Persistent link: https://www.econbiz.de/10001535401
Saved in:
10
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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