Concepedia

Jón Danı́elsson

JD

63

Publications

4.5K

Citations

34

H-Index

1994

Active since

Affiliations

London School of Economics and Political Science(Current)

Systemic Risk Centre

Erasmus University Rotterdam

Tinbergen Institute

University of Iceland

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

Top concepts

FinanceBusinessEconomicsRisk ManagementManagementStatisticsFinancial CrisisFinancial Risk ManagementAsset PricingFinancial Economics

Publications per year

1994–2023

63

Publications

63

Stochastic volatility in asset prices estimation with simulated maximum likelihood

Jón Danı́elsson · Journal of Econometrics · 1994 · 401 citations

Volatility Modeling, Option Pricing, Financial Economics +11

Tail index and quantile estimation with very high frequency data

Jón Danı́elsson, Casper G. de Vries · Journal of Empirical Finance · 1997 · 312 citations · Full text

Density Estimation, Engineering, Data Science +8

The emperor has no clothes: Limits to risk modelling

Jón Danı́elsson · Journal of Banking & Finance · 2002 · 299 citations

Public Policy, Risk Management, Management +4

An Academic Response to Basel II

Con Keating, Hyun Song Shin, Charles Goodhart et al. · RePEc: Research Papers in Economics · 2001 · 291 citations

Central Banking, Banking Supervision, International Financial Crisis +20

The impact of risk regulation on price dynamics

Jón Danı́elsson, Hyun Song Shin, Jean‐Pierre Zigrand · Journal of Banking & Finance · 2003 · 197 citations · Full text

Economics, Asset Pricing, Risk Regulation +7

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