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~subject:"Volatility"
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Volatility
Theorie
72
Theory
69
Risikomaß
32
Risk measure
31
Risiko
30
Risk
30
Risikomanagement
29
Volatilität
28
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26
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25
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25
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11
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9
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7
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English
26
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Daníelsson, Jón
26
Boudt, Kris
6
Valenzuela, Marcela
6
Zer, Ilknur
6
Vries, Casper G. de
4
Koopman, Siem Jan
3
Laurent, Sébastien
3
Lucas, André
3
Morimoto, Yuji
2
Shin, Hyun Song
2
Zigrand, Jean-Pierre
2
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1
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Discussion paper / Tinbergen Institute
3
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2
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2
AFI
1
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1
Annales d'économie et de statistique
1
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1
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1
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1
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1
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1
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1
Quantifying systemic risk
1
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1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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1
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ECONIS (ZBW)
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1
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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2
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
Saved in:
3
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
Saved in:
4
The emperor has no clothes : limits to risk modelling
Daníelsson, Jón
-
2000
Persistent link: https://www.econbiz.de/10001535401
Saved in:
5
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
Saved in:
6
Multivariate stochastic volatility
Daníelsson, Jón
-
1995
Persistent link: https://www.econbiz.de/10000913125
Saved in:
7
Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
-
1997
Persistent link: https://www.econbiz.de/10000975058
Saved in:
8
Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000980737
Saved in:
9
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
Saved in:
10
The emperor has no clothes: limits to risk modelling
Daníelsson, Jón
- In:
Risk measures for the 21st century
,
(pp. 13-32)
.
2004
Persistent link: https://www.econbiz.de/10002081475
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