Daníelsson, Jón.
Daníelsson, Jón, 1963-
Jón Daníelsson, 1963-
Jon Danielsson Icelandic economist
VIAF ID: 256534336 ( Personal )
Permalink: http://viaf.org/viaf/256534336
Preferred Forms
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- 100 1 _ ‡a Danielsson, Jon, ‡d 1963-
- 100 1 _ ‡a Danielsson, Jón, ‡d 1963-
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- 100 1 _ ‡a Daníelsson, Jón
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- 100 1 _ ‡a Daníelsson, Jón ‡d 1963-
- 100 1 _ ‡a Daníelsson, Jón
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- 100 1 _ ‡a Daníelsson, Jón ‡d 1963-
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- 100 0 _ ‡a Jon Danielsson ‡c Icelandic economist
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4xx's: Alternate Name Forms (17)
5xx's: Related Names (3)
- 510 2 _ ‡a Duke University ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Háskóli Íslands ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a London School of Economics and Political Science ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
Works
Title | Sources |
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Abnormal returns, risk, and options in large data sets | |
Áhættustjórnun | |
Basel-II-reglugerðartillögurnar : tálsýn eða töfralausn? | |
Beyond the sample : extreme quantile and probability estimation | |
The Collapse of a Country | |
Comparing risk measures | |
The cost of conservatism | |
Countercyclical capital and currency dependence | |
Does one size fit all? : on the impact of capital regulations | |
Eignaverð | |
The Emperor has no clothes : limits to risk modelling | |
Estimation of the dynamic stochastic volatility model for asset price determination by simulated maximum likelihood | |
Financial risk forecasting :The theory and practice of forecasting market risk, with implementation in R and Matlab | |
The first global financial crisis of the 21st century | |
Global financial systems : stability and risk | |
Hagkerfi bíður skipbrot | |
The illusion of control : why financial crises happen, and what we can and can't do about it | |
Incentives for effective risk management | |
Kórónukreppan er ekki 2008 | |
Multivariate stochastic volatility models : estimation and a comparison with VGARCH models | |
no2001018729 | |
Optimal portfolio allocation under a probabilistic risk constraint and the incentives for financial innovation | |
Orsök og afleiðing gengishræringa. | |
Risk management and regulation in incomplete markets | |
Shijo risuku no yosoku ni tsuite : EVT to GARCH moderu o mochiita baryu atto risuku santei no hikaku bunseki. | |
Sub-additivity re-examined: the case for Value-at-Risk | |
Tail index and quantile estimation with very high frequency data | |
Þeir áhættusæknu draga úr áhrifum verðbréfahruns. | |
Using a bootstrap method to choose the sample fraction in tail index estimation | |
Value-at-risk and extreme returns | |
The value of value at risk : statistical, financial, and regulatory considerations | |
Virk gengisstjórn. | |
Vof OR VaR? Firm value and risk management | |
市場リスクの予測について : EVTとGARCHモデルを用いたバリュー・アット・リスク算定の比較分析 |