Jón Dańıelsson

Finance · 2000–2016

A researcher in the Science corpus: 14 papers; trusts 44 researchers and is trusted by 41 researchers here, as inferred from the citation graph.

Subfields

Whom Jón Dańıelsson trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Tim Bollerslev
  2. Robert F. Engle
  3. W. Reed
  4. Carmen M. Reinhart
  5. Laurens de Haan
  6. James D. Hamilton
  7. Nora Muler
  8. W. Henisz
  9. Matthew Baron
  10. Alexander J. McNeil

Who trusts Jón Dańıelsson overall

  1. Jan Beirlant
  2. Ole E. Barndorff-Nielsen
  3. Carl John Scarrott
  4. Manfred Gilli
  5. Jonathan B. Hill
  6. C. Borio
  7. Yener Altunbaş
  8. M. Nieto
  9. Liang Peng
  10. Carol Osler

Papers from Jón Dańıelsson's perspective

Ordered by how strongly the researchers Jón Dańıelsson trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  3. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  4. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  5. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  6. MODELING AND FORECASTING REALIZED VOLATILITY
  7. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  8. Dynamic Conditional Correlation
  9. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  10. Consistent Ranking of Volatility Models

Their papers