Narrow search
Showing 1 - 10 of 36
Cover Image
Multivariate stochastic volatility models : estimation and a comparison with VGARCH models
Daníelsson, Jón - In: Journal of empirical finance 5 (1998) 2, pp. 155-173
Persistent link: https://www.econbiz.de/10001374884
Cover Image
Estimation of the stochastic volatility models by simulated maximum likelihood : C++ code
Daníelsson, Jón (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 1 (1996) 1, pp. 39-34
Persistent link: https://www.econbiz.de/10001769603
Cover Image
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
Cover Image
An empirical analysis of exchange rates using high-frequency data
Payne, Richard - 1997
Persistent link: https://www.econbiz.de/10001436960
Cover Image
The emperor has no clothes : limits to risk modelling
Daníelsson, Jón - 2000
Persistent link: https://www.econbiz.de/10001535401
Cover Image
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
Cover Image
Multivariate stochastic volatility
Daníelsson, Jón - 1995
Persistent link: https://www.econbiz.de/10000913125
Cover Image
Value-at-risk and extreme returns
Daníelsson, Jón; Vries, Casper G. de - 1997
Persistent link: https://www.econbiz.de/10000975058
Cover Image
Value-at-risk and extreme returns
Daníelsson, Jón; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000980737
Cover Image
Value-at-risk and extreme returns
Daníelsson, Jón; Vries, Casper G. de - In: Annales d'économie et de statistique (2000), pp. 239-270
Persistent link: https://www.econbiz.de/10001543557