Browsen in EconStor gesamt nach Autor:innen Daníelsson, Jón
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Erscheinungsjahr | Titel | Autor:innen |
1998 | Value-at-Risk and Extreme Returns | Daníelsson, Jón; de Vries, Casper G. |
1998 | Beyond the Sample: Extreme Quantile and Probability Estimation | Daníelsson, Jón; de Vries, Casper G. |
2001 | Optimal Portfolio Allocation under a Probabilistic Risk Constraint and the Incentives for Financial Innovation | Daníelsson, Jón; Jorgensen, Bjørn N.; de Vries, Casper G.; Yang, Xiaogang |
2001 | Incentives for Effective Risk Management | Daníelsson, Jón; Jorgensen, Bjørn N.; de Vries, Casper G. |
2009 | The collapse of a country | Daníelsson, Jón; Gylfi Zoega |
2012 | Regime switches in the volatility and correlation of financial institutions | Boudt, Kris; Daníelsson, Jón; Koopman, Siem Jan; Lucas, Andre |
2018 | Challenges in implementing worst-case analysis | Daníelsson, Jón; Ergun, Lerby M.; de Vries, Casper G. |
2019 | Tail index estimation: Quantile-driven threshold selection | Daníelsson, Jón; Ergun, Lerby M.; de Haan, Laurens; de Vries, Casper G. |