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Jón Daníelsson
Identifiers
Open Library
OL7155378A
Top Subjects
Risk management (3)
Risk assessment (1)
Extreme value theory (1)
Econometric models (1)
Financial risk management (1)
Forecasting (1)
Financial futures (1)
Books by Jón Daníelsson
Total count: 4
Tail index and quantile estimation with very high frequency data
Institute of Economic Studies, University of Iceland
1996-01-01
Extreme returns, tail estimation, and value-at-risk
Institute of Economic Studies, University of Iceland
1997-01-01
The emperor has no clothes
limits to risk modelling
Institute of Economic Studies, University of Iceland
2000-01-01
Financial risk forecasting
the theory and practice of forecasting market risk, with implementation in R and Matlab
John Wiley
2011-01-01
