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Forecasting extreme financial risk
Daníelsson, Jón - In: Risk management : a modern perspective, (pp. 509-536). 2006
Persistent link: https://www.econbiz.de/10003271617
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Value-at-risk and extreme returns
Daníelsson, Jón; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000980737
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Beyond the sample : extreme quantile and probability estimation
Daníelsson, Jón; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000980742
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The cost of conservatism : extreme returns, value-at-risk, and the Basle "multiplication factor"
Daníelsson, Jón; Hartmann, Philipp; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000981119
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The cost of conservatism : extreme returns, value-at-risk, and the Basle "multiplication factor"
Daníelsson, Jón; Hartmann, Philipp; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000988111
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Beyond the sample : extreme quantile and probability estimation
Daníelsson, Jón; Vries, Casper G. de - 1998
Persistent link: https://www.econbiz.de/10000989750
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Value-at-risk and extreme returns
Daníelsson, Jón; Vries, Casper G. de - 1997
Persistent link: https://www.econbiz.de/10000975058
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Why risk is so hard to measure
Daníelsson, Jón; Chen Zhou - 2016
Persistent link: https://www.econbiz.de/10011415993
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Model risk of risk models
Daníelsson, Jón; James, Kevin; Valenzuela, Marcela; … - In: Journal of financial stability 23 (2016), pp. 79-91
Persistent link: https://www.econbiz.de/10011703816
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Can we prove a bank guilty of creating systemic risk? : a minority report
Daníelsson, Jón; James, Kevin; Valenzuela, Marcela; … - In: Journal of money, credit and banking : JMCB 48 (2016) 4, pp. 795-812
Persistent link: https://www.econbiz.de/10011615592