Narrow search
Showing 41 - 50 of 643
Cover Image
Estimation of the dynamic stochastic volatility model for asset price determination by simulated maximum likelihood
Daníelsson, Jón - 1991
Persistent link: https://www.econbiz.de/10000850752
Cover Image
Tail index and quantile estimation with very high frequency data
Vries, Casper G. de; Daníelsson, Jón - 1996
Persistent link: https://www.econbiz.de/10000621792
Cover Image
Incentives for effective risk management
Daníelsson, Jón; Jorgensen, Bjorn N.; Vries, Casper G. de - In: Journal of banking & finance 26 (2002) 7, pp. 1407-1425
Persistent link: https://www.econbiz.de/10001688518
Cover Image
Optimal portfolio allocation under a probabilistic risk constraint and the incentives for financial innovation
Daníelsson, Jón; Jorgensen, Bjorn N.; Vries, Casper G. de - 2001
Persistent link: https://www.econbiz.de/10001720508
Cover Image
Real trading patterns and prices in spot foreign exchange markets
Daníelsson, Jón; Payne, Richard - In: Journal of international money and finance 21 (2002) 2, pp. 203-222
Persistent link: https://www.econbiz.de/10001653933
Cover Image
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
Cover Image
Highwaymen or heroes : should hedge funds be regulated?
Daníelsson, Jón; Taylor, Ashley; Zigrand, Jean-Pierre - 2004
Persistent link: https://www.econbiz.de/10002440950
Cover Image
Countercyclical capital and currency dependence
Daníelsson, Jón (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003124780
Cover Image
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
Cover Image
Feedback trading
Daníelsson, Jón; Love, Ryan - 2004
Persistent link: https://www.econbiz.de/10002374985