Books
The Illusion of Control
Financial Risk Forecasting
Global Financial Systems
Appendices
Web appendix for numerical language comparison (2020)
Cryptocurrencies
Artificial Intelligence
Learning from History: Volatility and Financial Crises
What the Swiss FX shock says about risk models
Model risk of risk models
Why risk is so hard to measure
An evaluation of the Basel III market risk proposals
Numerical language comparison (2018)
Jon Danielsson
Research
Risk is 32.4
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Webappendix
Learning from History: Volatility and Financial Crises
Jon Danielsson
,
Marcela Valenzuela
and
,Ilknur Zer
This version: October 2017
Download
The volatility for each country in the sample can be seen here
Extra tables are here