Ilknur Zer

Learning from History: Volatility and Financial Crises

Jón Danı́elsson, Marcela Valenzuela, Ilknur Zer · Review of Financial Studies · 2018 · 183 citations · Full text

Empirical Finance, Volatility Modeling, Financial Risk Management +18

Model risk of risk models

Jón Danı́elsson, Kevin R. James, Marcela Valenzuela et al. · Journal of Financial Stability · 2016 · 143 citations · Full text

Risk Model Validation, Risk Modeling, Risk Management +6

What is Certain about Uncertainty?

Danilo Cascaldi-Garcia, Cisil Sarisoy, Juan M. Londoño et al. · Journal of Economic Literature · 2023 · 87 citations

Empirical Finance, Volatility Modeling, Uncertainty Evaluation +23

Learning from History: Volatility and Financial Crises

Ilknur Zer, Jón Danı́elsson, Marcela Valenzuela · Finance and Economics Discussion Series · 2016 · 43 citations · Full text

Volatility Modeling, Financial Data, International Financial Crisis +16

Can We Prove a Bank Guilty of Creating Systemic Risk? A Minority Report

Jón Danı́elsson, Kevin R. James, Marcela Valenzuela et al. · Journal of money credit and banking · 2016 · 39 citations · Full text

Systemic Risk Models, Creating Systemic Risk, Risk Model Validation +23