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isPartOf:"Annales d'économie et de statistique"
subject:"Estimation theory"
~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~person:"Daníelsson, Jón"
~person:"Deprins, Dominique"
~person:"Glachant, Jérôme"
~subject:"Capital income"
~subject:"Theory"
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Estimation theory
Capital income
Theory
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10
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4
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3
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3
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3
Risk measure
3
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Daníelsson, Jón
Deprins, Dominique
Glachant, Jérôme
Gouriéroux, Christian
15
Artus, Patrick
12
Brunnermeier, Markus Konrad
8
Burkart, Mike
8
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8
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8
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7
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7
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7
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7
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7
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6
Huang, Haizhou
6
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6
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6
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6
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6
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5
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5
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4
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4
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4
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3
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Annales d'économie et de statistique
Discussion paper series / LSE Financial Markets Group
Discussion paper / Tinbergen Institute
10
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5
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3
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3
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
Real trading patterns and prices in spot foreign exchange markets
Daníelsson, Jón
;
Payne, Richard
-
1999
Persistent link: https://www.econbiz.de/10001379444
Saved in:
6
Beyond the sample : extreme quantile and probability estimation
Daníelsson, Jón
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000989750
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
Croissance et structure du système productif dans une économie log-linéaire
Glachant, Jérôme
- In:
Annales d'économie et de statistique
(
1995
),
pp. 33-66
Persistent link: https://www.econbiz.de/10001189668
Saved in:
9
Sur la convergence des mesures de persistance relativement à la fréquence d'échantillonnage
Glachant, Jérôme
- In:
Annales d'économie et de statistique
(
1994
),
pp. 107-142
Persistent link: https://www.econbiz.de/10001180623
Saved in:
10
Estimation de frontières déterministes avec facteurs exogènes d'inefficacité
Deprins, Dominique
- In:
Annales d'économie et de statistique
(
1989
),
pp. 117-150
Persistent link: https://www.econbiz.de/10001076004
Saved in:
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