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Risk appetite and endogenous risk
Daníelsson, Jón; Zigrand, Jean-Pierre; Shin, Hyun Song - 2010
Persistent link: https://www.econbiz.de/10003934951
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Endogenous and systemic risk
Daníelsson, Jón; Shin, Hyun Song; Zigrand, Jean-Pierre - In: Quantifying systemic risk, (pp. 73-94). 2013
Persistent link: https://www.econbiz.de/10010191412
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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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Multivariate stochastic volatility
Daníelsson, Jón - 1995
Persistent link: https://www.econbiz.de/10000913125
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Value-at-risk and extreme returns
Daníelsson, Jón; Vries, Casper G. de - 1997
Persistent link: https://www.econbiz.de/10000975058
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Value-at-risk and extreme returns
Daníelsson, Jón; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000980737
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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
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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
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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