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Using a bootstrap method to choose the sample fraction in tail index estimation
Daníelsson, Jón (contributor) - 1997
Persistent link: https://www.econbiz.de/10000953451
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Highwaymen or heroes : should hedge funds be regulated? ; a survey
Daníelsson, Jón; Taylor, Ashley; Zigrand, Jean-Pierre - In: Journal of financial stability 1 (2004/05) 4, pp. 522-543
Persistent link: https://www.econbiz.de/10003773300
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Countercyclical capital and currency dependence
Daníelsson, Jón; Jónsson, Ásgeir - In: Financial markets, institutions & instruments 14 (2005) 5, pp. 329-348
Persistent link: https://www.econbiz.de/10003326197
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Subadditivity re-examined : the case for value-at-risk
Daníelsson, Jón; Jorgensen, Bjorn N.; Mandira, Sarma; … - 2005
Persistent link: https://www.econbiz.de/10003358396
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Comparing downside risk measures for heavy tailed distributions
Daníelsson, Jón; Jorgensen, Bjorn N.; Sarma, Mandira; … - 2005
Persistent link: https://www.econbiz.de/10003358411
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Equilibrium asset pricing with systemic risk
Daníelsson, Jón (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003358716
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Consistent measures of risk
Daníelsson, Jón; Jorgensen, Bjorn N.; Sarma, Mandira; … - 2006
Persistent link: https://www.econbiz.de/10003358836
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Feedback trading
Daníelsson, Jón; Love, Ryan - In: International journal of finance & economics : IJFE 11 (2006) 1, pp. 35-53
Persistent link: https://www.econbiz.de/10003305055
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The collapse of a country
Daníelsson, Jón; Gylfi Zoega - 2009
Persistent link: https://www.econbiz.de/10003887515