Narrow search
Showing 1 - 10 of 17
Cover Image
Stochastic volatility in asset prices : estimation with simulated maximum likelihood
Daníelsson, Jón - In: Journal of econometrics 64 (1994) 1, pp. 375-400
Persistent link: https://www.econbiz.de/10001166420
Cover Image
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
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
Endogenous and systemic risk
Daníelsson, Jón; Shin, Hyun Song; Zigrand, Jean-Pierre - In: Quantifying systemic risk, (pp. 73-94). 2013
Persistent link: https://www.econbiz.de/10010191412
Cover Image
Learning from history : volatility and financial crises
Daníelsson, Jón; Valenzuela, Marcela; Zer, Ilknur - 2018 - This version: January 2018
Persistent link: https://www.econbiz.de/10012204110
Cover Image
The impact of risk cycles on business cycles : a historical view
Daníelsson, Jón; Valenzuela, Marcela; Zer, Ilknur - 2022
Persistent link: https://www.econbiz.de/10013375460
Cover Image
Banning short sales and market quality : the UK’s experience
Marsh, Ian; Payne, Richard - In: Journal of banking & finance 36 (2012) 7, pp. 1975-1986
Persistent link: https://www.econbiz.de/10009629770
Cover Image
Order-to-trade ratios and market liquidity
Friederich, Sylvain; Payne, Richard - In: Journal of banking & finance 50 (2015), pp. 214-223
Persistent link: https://www.econbiz.de/10010509557
Cover Image
One day in June, 1993 : a study of the working of Reuters 2000-2 electronic foreign exchange trading system
Goodhart, Charles A. E.; Itō, Takatoshi; Payne, Richard - 1995
Persistent link: https://www.econbiz.de/10000935050
Cover Image
Ultra-fast activity and intraday market quality
Cartea, Álvaro; Payne, Richard; Penalva, José; Tapia, … - In: Journal of banking & finance 99 (2019), pp. 157-181
Persistent link: https://www.econbiz.de/10012162376