Jon Danielsson

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Books by Jon Danielsson (50 max)

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Macroprudential Stress Tests and Policies Searching for Robust and Implementable Frameworks

2018

Ron Anderson, Jon Danielsson, Chikako Baba

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Financial Risk Forecasting

2012

Jon Danielsson

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Global Financial Systems: Stability and Risk

2013

Jon Danielsson

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Value-at-risk and extreme returns

1997

Jon Danielsson

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Beyond the sample: extreme quantile and probability estimation

1998

Jon Danielsson

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Real trading patterns and prices in spot foreign exchange markets

1999

Jon Danielsson

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The Value-at-Risk Reference: Key Issues in the Implementation of Market Risk

2007

Jon Danielsson

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Future of Banking Regulation The Basel II Accord

2008

Harald Benink, Jon Danielsson, Charles Goodhart

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Illusion of Control Why Financial Crises Happen, and What We Can Do about It

2022

Jon Danielsson