Jón Danı́elsson - Concepedia

Author

Jón Danı́elsson

London School of Economics and Political Science

Also Known As

CHARLES GOODHART, Danielsson, Jon, Daníelsson, Jón, J. Danielsson, J. Danı́elsson, JON DANIELSSON, Jean-Pierre Zigrand, Jn Danelsson, Jon Danielsson, Jón Daníelsson

171

Publications

5.5K

Citations

H-Index

109

Concepts

All Affiliations

London School of Economics and Political Science Systemic Risk Centre Erasmus University Rotterdam Tinbergen Institute University of Iceland

About

Jón Danı́elsson is an author at London School of Economics and Political Science specializing in finance, business, and economics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	22	29	2.2K
2	Management	16	21	1.5K
3	Engineering	13	14	1.5K
4	Law	1	1	39
5	Medicine	1	1	16

Jón Danı́elsson

Publications

4.5K

Citations

H-Index

Page 1

	Year	Citations
Stochastic volatility in asset prices estimation with simulated maximum likelihood Jón Danı́elsson Journal of Econometrics Volatility ModelingOption PricingFinancial EconomicsAsset PricingMultivariate Stochastic Volatility	1994	401
Tail index and quantile estimation with very high frequency data Jón Danı́elsson, Casper G. de Vries Journal of Empirical Finance Density EstimationEngineeringData ScienceEstimation StatisticSpectrum Estimation	1997	312
The emperor has no clothes: Limits to risk modelling Jón Danı́elsson Journal of Banking & Finance Public PolicyRisk ManagementManagementRisk Analysis (Business)Decision Theory	2002	299
An Academic Response to Basel II Con Keating, Hyun Song Shin, Charles Goodhart, RePEc: Research Papers in Economics Central BankingBanking SupervisionInternational Financial CrisisInternational Financial ArchitectureFinancial Regulation	2001	291
The impact of risk regulation on price dynamics Jón Danı́elsson, Hyun Song Shin, Jean‐Pierre Zigrand Journal of Banking & Finance EconomicsAsset PricingRisk RegulationFinancial Risk ManagementRisk Management	2003	197
Learning from History: Volatility and Financial Crises Jón Danı́elsson, Marcela Valenzuela, Ilknur Zer Review of Financial Studies Empirical FinanceVolatility ModelingFinancial Risk ManagementInternational Financial CrisisInternational Finance	2018	183
Lessons from a collapse of a financial system Sigríður Benediktsdóttir, Jón Danı́elsson, Gylfi Zoëga Economic Policy	2011	159
Real trading patterns and prices in spot foreign exchange markets Jón Danı́elsson, Richard Payne Journal of International Money and Finance Global MarketsEconomicsFinancial EconomicsInternational FinanceHigh-frequency Trading	2002	146
Model risk of risk models Jón Danı́elsson, Kevin R. James, Marcela Valenzuela, Journal of Financial Stability Risk Model ValidationRisk ModelingRisk ManagementRiskRisk Models	2016	143
Fat tails, VaR and subadditivity Jón Danı́elsson, Bjørn Jorgensen, Gennady Samorodnitsky, Journal of Econometrics EconomicsEngineeringEconomic AnalysisProbability TheoryMathematical Statistic	2012	126

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