The following pages link to Jón Daníelsson (Q528146):
Displayed 12 items.
- Item:Q528146 (redirect page) (← links)
- Fat tails, VaR and subadditivity (Q528149) (← links)
- Optimal portfolio allocation under the probabilistic VaR constraint and incentives for financial innovation (Q665824) (← links)
- Equilibrium asset pricing with systemic risk (Q926213) (← links)
- Item:Q528146 (redirect page) (← links)
- Stochastic volatility in asset prices. Estimation with simulated maximum likelihood (Q1341202) (← links)
- Comparing downside risk measures for heavy tailed distributions (Q1929399) (← links)
- (Q3368189) (← links)
- Abnormal returns, risk, and options in large data sets (Q4259387) (← links)
- The method of moments ratio estimator for the tail shape parameter (Q4337152) (← links)
- (Q4518938) (← links)
- Using a bootstrap method to choose the sample fraction in tail index estimation (Q5933445) (← links)