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Danielsson, Jon
13
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12
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10
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5
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5
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3
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Journal of banking & finance
6
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3
Journal of international money and finance
3
Financial stability review : FSR
2
Journal of empirical finance
2
Journal of financial and quantitative analysis : JFQA
2
Journal of international economics
2
Risk : managing risk in the world's financial markets
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Technical working paper / National Bureau of Economic Research
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Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
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Exchange rate determination and inter-market order flow effects
Danelsson, Jn
;
Luo, Jinhui
;
Payne, Richard
- In:
The European journal of finance
18
(
2012
)
9
,
pp. 823-841
Persistent link: https://www.econbiz.de/10010040801
Saved in:
2
Estimation of the stochastic volatility models by simulated maximum likelihood : C++ code
Daníelsson, Jón
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
1
(
1996
)
1
,
pp. 39-34
Persistent link: https://www.econbiz.de/10009949692
Saved in:
3
On the efficacy of financial regulations
Daníelsson, Jón
- In:
Financial stability review : FSR
13
(
2009
),
pp. 53-63
Persistent link: https://www.econbiz.de/10009921083
Saved in:
4
On the Role of Regulatory Banking Capital
Benink, Harald
;
Daníelsson, Jón
;
Jónsson, Ásgeir
- In:
Financial markets, institutions & instruments
17
(
2008
)
1
,
pp. 85-96
Persistent link: https://www.econbiz.de/10007904788
Saved in:
5
Foreword
Benink, Harald
;
Daníelsson, Jón
;
Goodhart, Charles
- In:
Financial markets, institutions & instruments
17
(
2008
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10007904795
Saved in:
6
Equilibrium asset pricing with systemic risk
Daníelsson, Jón
;
Zigrand, Jean-Pierre
- In:
Economic theory
35
(
2008
)
2
,
pp. 293-320
Persistent link: https://www.econbiz.de/10007912238
Saved in:
7
Fat tails, VaR and subadditivity
Daníelsson, Jón
;
Jorgensen, Bjørn N.
;
Samorodnitsky, …
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 283-291
Persistent link: https://www.econbiz.de/10010063355
Saved in:
8
Robust forecasting of dynamic conditional correlation GARCH models
Boudt, Kris
;
Daníelsson, Jón
;
Laurent, Sébastien
- In:
International journal of forecasting
29
(
2013
)
2
,
pp. 244-257
Persistent link: https://www.econbiz.de/10010087831
Saved in:
9
Regulation hedge funds
Daníelsson, Jón
;
Zigrand, Jean-Pierre
- In:
Financial stability review : FSR
10
(
2007
),
pp. 29-36
Persistent link: https://www.econbiz.de/10009921056
Saved in:
10
The impact of risk regulation on price dynamics
Daníelsson, Jón
;
Shin, Hyun Song
;
Zigrand, Jean-Pierre
- In:
Journal of banking & finance
28
(
2004
)
5
,
pp. 1069-1088
Persistent link: https://www.econbiz.de/10007790515
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