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Vries, Casper G. de
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106
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36
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ECONIS (ZBW)
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RePEc
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OLC EcoSci
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111
Exchange rate determination and inter-market order flow effects
Daníelsson, Jón
;
Luo, Jinhui
;
Payne, Richard
- In:
The European journal of finance
18
(
2012
)
9/10
,
pp. 823-840
Persistent link: https://www.econbiz.de/10009691778
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112
Liquidity determination in an order-driven market
Daníelsson, Jón
;
Payne, Richard
- In:
The European journal of finance
18
(
2012
)
9/10
,
pp. 799-821
Persistent link: https://www.econbiz.de/10009691779
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113
Endogenous extreme events and the dual role of prices
Daníelsson, Jón
;
Shin, Hyun Song
;
Zigrand, Jean-Pierre
- In:
Annual review of economics
4
(
2012
),
pp. 83-109
Persistent link: https://www.econbiz.de/10009692756
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114
Regime switches in the volatility and correlation of financial institutions
Boudt, Kris
;
Daníelsson, Jón
;
Koopman, Siem Jan
; …
-
2012
Persistent link: https://www.econbiz.de/10009665042
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115
Global financial systems : stability and risk
Daníelsson, Jón
-
2013
Persistent link: https://www.econbiz.de/10009784980
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116
Complexity kills
Daníelsson, Jón
- In:
Post-crisis banking regulation : evolution of economic …
,
(pp. 31-34)
.
2015
Persistent link: https://www.econbiz.de/10011507404
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117
Model risk of risk models
Daníelsson, Jón
;
James, Kevin
;
Valenzuela, Marcela
; …
-
2014
Persistent link: https://www.econbiz.de/10010433427
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118
Risk models-at-risk
Boucher, Christophe
;
Daníelsson, Jón
;
Kouontchou, …
- In:
Journal of banking & finance
44
(
2014
),
pp. 72-92
Persistent link: https://www.econbiz.de/10010410376
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119
Robust forecasting of dynamic conditional correlation GARCH models
Boudt, Kris
;
Daníelsson, Jón
;
Laurent, Sébastien
-
2010
Persistent link: https://www.econbiz.de/10009126801
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120
Equilibrium asset pricing with systemic risk
Daníelsson, Jón
;
Zigrand, Jean-Pierre
- In:
Economic theory : official journal of the Society for …
35
(
2008
)
2
,
pp. 293-319
Persistent link: https://www.econbiz.de/10003654377
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