World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
49
Citations
9583
World Ranking
1452
National Ranking
160

Jon Danielsson publication distribution in Economics and Finance in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Economics and Finance in 2026. The highlighted bar marks where Jon Danielsson sits on this spectrum.

42–46 publications: 1 scientists 47–51 publications: 12 scientists 52–56 publications: 7 scientists 57–61 publications: 23 scientists 62–66 publications: 32 scientists 67–71 publications: 36 scientists 72–76 publications: 56 scientists 77–81 publications: 57 scientists 82–86 publications: 70 scientists 87–91 publications: 86 scientists 92–96 publications: 72 scientists 97–101 publications: 106 scientists 102–106 publications: 97 scientists 107–111 publications: 96 scientists 112–116 publications: 101 scientists 117–121 publications: 103 scientists 122–126 publications: 102 scientists 127–131 publications: 108 scientists 132–136 publications: 107 scientists 137–141 publications: 111 scientists 142–146 publications: 94 scientists 147–151 publications: 96 scientists 152–156 publications: 100 scientists 157–161 publications: 74 scientists 162–166 publications: 68 scientists 167–171 publications: 91 scientists 172–176 publications: 76 scientists 177–181 publications: 75 scientists 182–186 publications: 61 scientists 187–191 publications: 66 scientists 192–196 publications: 68 scientists 197–201 publications: 71 scientists 202–206 publications: 60 scientists 207–211 publications: 56 scientists 212–216 publications: 44 scientists 217–221 publications: 51 scientists 222–226 publications: 65 scientists 227–231 publications: 48 scientists 232–236 publications: 59 scientists 237–241 publications: 37 scientists 242–246 publications: 37 scientists 247–251 publications: 41 scientists 252–256 publications: 43 scientists 257–261 publications: 33 scientists 262–266 publications: 34 scientists 267–271 publications: 39 scientists 272–276 publications: 25 scientists 277–281 publications: 29 scientists 282–286 publications: 29 scientists 287–291 publications: 26 scientists 292–296 publications: 31 scientists 297–301 publications: 31 scientists 302–306 publications: 24 scientists 307–311 publications: 28 scientists 312–316 publications: 24 scientists 317–321 publications: 13 scientists 322–326 publications: 14 scientists 327–331 publications: 25 scientists 332–336 publications: 18 scientists 337–341 publications: 16 scientists 342–346 publications: 18 scientists 347–351 publications: 15 scientists 352–356 publications: 17 scientists 357–361 publications: 19 scientists 362–366 publications: 16 scientists 367–371 publications: 17 scientists 372–376 publications: 7 scientists 377–381 publications: 18 scientists 382–386 publications: 13 scientists 387–391 publications: 19 scientists 392–396 publications: 9 scientists 397–401 publications: 10 scientists 402–406 publications: 13 scientists 407–411 publications: 13 scientists 412–416 publications: 5 scientists 417–421 publications: 10 scientists 422–426 publications: 6 scientists 427–431 publications: 12 scientists 432–436 publications: 9 scientists 437–441 publications: 9 scientists 442–446 publications: 10 scientists 447–451 publications: 12 scientists 452–456 publications: 8 scientists 457–461 publications: 4 scientists 462–466 publications: 7 scientists 467–471 publications: 4 scientists 472–476 publications: 5 scientists 477–481 publications: 6 scientists 482–486 publications: 7 scientists 487–491 publications: 8 scientists 492–496 publications: 5 scientists 497–501 publications: 4 scientists 502–506 publications: 4 scientists 507–511 publications: 5 scientists 512–516 publications: 7 scientists 517–520 publications: 7 scientists 521+ publications: 99 scientists
42 publications 521+

This scientist: 150 publications — 41st percentile

41% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 521 publications or more.

Jon Danielsson D-index placement in Economics and Finance in 2026

The chart shows the D-index (discipline H-index) distribution of Economics and Finance scientists ranked by Research.com in 2026. The highlighted bar marks where Jon Danielsson sits on this spectrum.

30 D-Index: 126 scientists 31 D-Index: 147 scientists 32 D-Index: 157 scientists 33 D-Index: 178 scientists 34 D-Index: 171 scientists 35 D-Index: 141 scientists 36 D-Index: 132 scientists 37 D-Index: 129 scientists 38 D-Index: 130 scientists 39 D-Index: 120 scientists 40 D-Index: 117 scientists 41 D-Index: 113 scientists 42 D-Index: 114 scientists 43 D-Index: 97 scientists 44 D-Index: 115 scientists 45 D-Index: 86 scientists 46 D-Index: 78 scientists 47 D-Index: 83 scientists 48 D-Index: 62 scientists 49 D-Index: 74 scientists 50 D-Index: 50 scientists 51 D-Index: 66 scientists 52 D-Index: 69 scientists 53 D-Index: 55 scientists 54 D-Index: 67 scientists 55 D-Index: 61 scientists 56 D-Index: 62 scientists 57 D-Index: 45 scientists 58 D-Index: 34 scientists 59 D-Index: 47 scientists 60 D-Index: 46 scientists 61 D-Index: 36 scientists 62 D-Index: 37 scientists 63 D-Index: 56 scientists 64 D-Index: 50 scientists 65 D-Index: 32 scientists 66 D-Index: 28 scientists 67 D-Index: 30 scientists 68 D-Index: 24 scientists 69 D-Index: 25 scientists 70 D-Index: 22 scientists 71 D-Index: 21 scientists 72 D-Index: 26 scientists 73 D-Index: 24 scientists 74 D-Index: 23 scientists 75 D-Index: 12 scientists 76 D-Index: 14 scientists 77 D-Index: 15 scientists 78 D-Index: 15 scientists 79 D-Index: 17 scientists 80 D-Index: 17 scientists 81 D-Index: 11 scientists 82 D-Index: 10 scientists 83 D-Index: 16 scientists 84 D-Index: 11 scientists 85 D-Index: 5 scientists 86 D-Index: 9 scientists 87 D-Index: 13 scientists 88 D-Index: 9 scientists 89 D-Index: 7 scientists 90 D-Index: 6 scientists 91 D-Index: 4 scientists 92 D-Index: 8 scientists 93 D-Index: 10 scientists 94 D-Index: 11 scientists 95 D-Index: 6 scientists 96 D-Index: 4 scientists 97 D-Index: 4 scientists 98 D-Index: 6 scientists 99 D-Index: 6 scientists 100 D-Index: 8 scientists 101+ D-Index: 100 scientists
30 D-Index 101+

This scientist: 49 D-Index — 63rd percentile

63% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 101 D-Index or more.

Overview

Jon Danielsson is affiliated with the London School of Economics and Political Science in the United Kingdom. Their research primarily focuses on Economics, Econometrics, and Finance, with a concentration on Finance, General Economics, Econometrics and Finance, and Economics and Econometrics.

Their work addresses several key topics, including:

  • Monetary Policy and Economic Impact
  • Global Financial Crisis and Policies
  • Financial Markets and Investment Strategies
  • Market Dynamics and Volatility
  • Economic Policies and Impacts
  • Financial Risk and Volatility Modeling
  • Banking stability, regulation, efficiency

Jon Danielsson has contributed to academic literature with papers published in journals and repositories such as the SSRN Electronic Journal, Review of Financial Studies, and arXiv (Cornell University). Some of their recent works include:

  • "The Impact of Risk Cycles on Business Cycles: A Historical View" (2022, Review of Financial Studies)
  • "On the use of artificial intelligence in financial regulations and the impact on financial stability" (2023, SSRN Electronic Journal)
  • "The Impact of Risk Cycles on Business Cycles: A Historical View" (2020, SSRN Electronic Journal)
  • "Artificial intelligence and financial crises" (2024, SSRN Electronic Journal)
  • "On the use of artificial intelligence in financial regulations and the impact on financial stability" (2023, arXiv (Cornell University))

Their frequent collaborators include Marcela Valenzuela, Ilknur Zer, Andreas Uthemann, Lerby Murat Ergun, and Mattia Bevilacqua.

Jon Danielsson has also authored books published by Yale University Press, including two editions of The Illusion of Control, both released in 2022.

Key venues for their publications are:

  • SSRN Electronic Journal
  • Review of Financial Studies
  • International Finance Discussion Paper
  • FEDS Notes
  • arXiv (Cornell University)

Best Publications

  • Value-at-Risk and Extreme Returns

    Jon Danielsson;Casper G. De Vries

  • Using a Bootstrap Method to Choose the Sample Fraction in Tail Index Estimation

    J. Danielsson;L. de Haan;L. Peng;C.G. de Vries

  • An Academic Response to Basel II

    Con Keating;Hyun Song Shin;Charles Goodhart;Jon Danielsson

  • Stochastic volatility in asset prices estimation with simulated maximum likelihood

    Jon Danielsson

  • The emperor has no clothes: Limits to risk modelling

    Jón Danı́elsson

  • Tail index and quantile estimation with very high frequency data

    Jón Daníelsson;Casper G. de Vries

  • Financial Risk Forecasting: The Theory and Practice of Forecasting Market Risk with Implementation in R and Matlab

    Jon Danielsson

  • Accelerated gaussian importance sampler with application to dynamic latent variable models

    J. Danielsson;J.-F. Richard

  • The impact of risk regulation on price dynamics

    Jon Danielsson;Hyun Song Shin;Jean-Pierre Zigrand

  • Learning from history: volatility and financial crises

    Jon Danielsson;Marcela Valenzuela;Ilknur Zer

  • Model risk of risk models

    Jon Danielsson;Kevin R. James;Marcela Valenzuela;Ilknur Zer

  • Blame the models

    Jón Daníelsson

  • Real Trading Patterns and Prices in Spot Foreign Exchange Markets

    J. Danı́elsson;R. Payne

  • Lessons from a collapse of a financial system

    Sigridur Benediktsdottir;Jon Danielsson;Gylfi Zoega

  • On time-scaling of risk and the square-root-of-time rule

    Jón Daníelsson;Jean-Pierre Zigrand

  • Fat tails, VaR and subadditivity☆

    Jón Daníelsson;Bjørn N. Jorgensen;Gennady Samorodnitsky;Mandira Sarma

  • Beyond the Sample: Extreme Quantile and Probability Estimation

    Jón Daníelsson;Casper G. de Vries

  • Subadditivity Re–Examined: the Case for Value-at-Risk

    Casper G. de Vries;Gennady Samorodnitsky;Bjørn N. Jorgensen;Sarma Mandira

  • Multivariate stochastic volatility models: Estimation and a comparison with VGARCH models

    Jón Danı́elsson

  • Risk models-at-risk

    Christophe M. Boucher;Jon Danielsson;Patrick S. Kouontchou;Bertrand Maillet

  • Using a bootstrap method to choose the sample fraction in tail index estimation

    J. Daníelsson;L.F.M. deHaan;L. Peng;C.G. deVries

Frequent Co-Authors

Casper G. de Vries
Casper G. de Vries Erasmus University Rotterdam
Hyun Song Shin
Hyun Song Shin Bank of Korea
Kris Boudt
Kris Boudt Ghent University
Sébastien Laurent
Sébastien Laurent Aix-Marseille University
Gennady Samorodnitsky
Gennady Samorodnitsky Cornell University
Andre Lucas
Andre Lucas Vrije Universiteit Amsterdam
Charles Goodhart
Charles Goodhart London School of Economics and Political Science
Laurens de Haan
Laurens de Haan Erasmus University Rotterdam
Liang Peng
Liang Peng Georgia State University
Enrico C. Perotti
Enrico C. Perotti University of Amsterdam

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