Browsing All of EconStor by Author Daníelsson, Jón
Showing results 1 to 8 of 8
| Year of Publication | Title | Author(s) |
| 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. |
