D-Index & Metrics Best Publications

D-Index & Metrics D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines.

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Economics and Finance D-index 37 Citations 7,926 143 World Ranking 1588 National Ranking 187

Best Publications

Value-at-Risk and Extreme Returns

Jon Danielsson;Casper G. De Vries.
Annals of economics and statistics (2000)

714 Citations

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

J. Danielsson;L. de Haan;L. Peng;C.G. de Vries.
Journal of Multivariate Analysis (2001)

683 Citations

An Academic Response to Basel II

Con Keating;Hyun Song Shin;Charles Goodhart;Jon Danielsson.
Research Papers in Economics (2001)

583 Citations

Stochastic volatility in asset prices estimation with simulated maximum likelihood

Jon Danielsson.
Journal of Econometrics (1994)

557 Citations

The emperor has no clothes: Limits to risk modelling

Jón Danı́elsson.
Journal of Banking and Finance (2002)

507 Citations

Tail index and quantile estimation with very high frequency data

Jón Daníelsson;Casper G. de Vries.
Journal of Empirical Finance (1997)

491 Citations

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

Jon Danielsson.
(2011)

345 Citations

Accelerated gaussian importance sampler with application to dynamic latent variable models

J. Danielsson;J.-F. Richard.
Journal of Applied Econometrics (1993)

239 Citations

The impact of risk regulation on price dynamics

Jon Danielsson;Hyun Song Shin;Jean-Pierre Zigrand.
Research Papers in Economics (2004)

217 Citations

Blame the models

Jón Daníelsson.
Journal of Financial Stability (2008)

201 Citations

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Best Scientists Citing Jon Danielsson

Siem Jan Koopman

Siem Jan Koopman

Vrije Universiteit Amsterdam

Publications: 32

Casper G. de Vries

Casper G. de Vries

Erasmus University Rotterdam

Publications: 31

Francis X. Diebold

Francis X. Diebold

University of Pennsylvania

Publications: 23

Paul Embrechts

Paul Embrechts

ETH Zurich

Publications: 21

Torben G. Andersen

Torben G. Andersen

Northwestern University

Publications: 20

Andre Lucas

Andre Lucas

Vrije Universiteit Amsterdam

Publications: 19

Liang Peng

Liang Peng

Georgia State University

Publications: 17

Dimitri Vayanos

Dimitri Vayanos

London School of Economics and Political Science

Publications: 16

J. Doyne Farmer

J. Doyne Farmer

University of Oxford

Publications: 16

Hyun Song Shin

Hyun Song Shin

Bank for International Settlements

Publications: 15

Peter Christoffersen

Peter Christoffersen

University of Toronto

Publications: 15

Chris Brooks

Chris Brooks

University of Reading

Publications: 15

Svetlozar T. Rachev

Svetlozar T. Rachev

Texas Tech University

Publications: 13

Michael McAleer

Michael McAleer

Erasmus University Rotterdam

Publications: 13

Charles Goodhart

Charles Goodhart

London School of Economics and Political Science

Publications: 13

Tim Bollerslev

Tim Bollerslev

Duke University

Publications: 13

Trending Scientists

Aaron Hertzmann

Aaron Hertzmann

Adobe Systems (United States)

Hamideh Afsarmanesh

Hamideh Afsarmanesh

University of Amsterdam

Hengyong Yu

Hengyong Yu

University of Massachusetts Lowell

Limin Wang

Limin Wang

Nanjing University

Tetsuya Sakai

Tetsuya Sakai

Waseda University

Tetsuzo Ueda

Tetsuzo Ueda

Panasonic (Japan)

Jorge L. Duarte

Jorge L. Duarte

Eindhoven University of Technology

Rupinder Singh

Rupinder Singh

National Institute of Technical Teachers Training and Research

Karl T. Mueller

Karl T. Mueller

Pacific Northwest National Laboratory

Jack A. Stanford

Jack A. Stanford

University of Montana

Deborah L. French

Deborah L. French

Children's Hospital of Philadelphia

David Poeppel

David Poeppel

Max Planck Society

Claudia Dalbert

Claudia Dalbert

Martin Luther University Halle-Wittenberg

Michael Charlton

Michael Charlton

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Mark D. Kilby

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