Jón Danı́elsson - Publications, H-index & Citations

Jón Danı́elsson

university of london

38H指数

180论文数

5.6K被引数

收录论文 9

发表时间

The Impact of Risk Cycles on Business Cycles: A Historical View

REVIEW OF FINANCIAL STUDIES

IF5.4

2022-12-13

OAAI

Danielsson, Jon; Valenzuela, Marcela; Zer, Ilknur

Artificial intelligence and systemic risk

JOURNAL OF BANKING & FINANCE

IF3.8

2022-07-01

OAAI

Danielsson, Jon; Macrae, Robert; Uthemann, Andreas

Learning from History: Volatility and Financial Crises

REVIEW OF FINANCIAL STUDIES

IF5.4

2018-04-23

OAAI

Danielsson, Jon; Valenzuela, Marcela; Zer, Ilknur

Model risk of risk models 风险模型的模型风险

JOURNAL OF FINANCIAL STABILITY

IF4.2

2016-04-01

OAAI

Danielsson, Jon; James, Kevin R.; Valenzuela, Marcela; Zer, Ilknur

Risk models-at-risk 风险模型-风险

JOURNAL OF BANKING & FINANCE

IF3.8

2014-07-01

PREAI

Boucher, Christophe M.; Danielsson, Jon; Kouontchou, Patrick S.; Maillet, Bertrand B.

Fat tails, VaR and subadditivity

JOURNAL OF ECONOMETRICS

IF4

2013-02-01

PREAI

Danielsson, Jon; Jorgensen, Bjorn N.; Samorodnitsky, Gennady; Sarma, Mandira; de Vries, Casper G.

Endogenous Extreme Events and the Dual Role of Prices

ANNUAL REVIEW OF ECONOMICS

IF0

2012-09-01

PREAI

Danielsson, Jon; Shin, Hyun Song; Zigrand, Jean-Pierre

The impact of risk regulation on price dynamics

JOURNAL OF BANKING & FINANCE

IF3.8

2004-05-01

OAAI

Daníelsson, J; Shin, HS; Zigrand, JP

Incentives for effective risk management

JOURNAL OF BANKING & FINANCE

IF3.8

2002-07-01

OAAI

Daníelsson, J; Jorgensen, BN; de Vries, CG

研究方向