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Semiparametric density forecasts of daily financial returns from intraday data
Hallam, Mark; Olmo, Jose - In: Journal of financial econometrics : official journal of … 12 (2014) 2, pp. 408-432
Persistent link: https://www.econbiz.de/10010351542
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Which extreme values are really extreme?
Gonzalo, Jesús; Olmo, Jose - In: Journal of financial econometrics : official journal of … 2 (2004) 3, pp. 349-369
Persistent link: https://www.econbiz.de/10002214341
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Robust backtesting tests for value-at-risk models
Escanciano, J. Carlos; Olmo, Jose - In: Journal of financial econometrics : official journal of … 9 (2011) 1, pp. 132-161
Persistent link: https://www.econbiz.de/10009125151
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Overnight news and daily equity trading risk limits
Ahoniemi, Katja; Fuertes, Ana María; Olmo, Jose - In: Journal of financial econometrics : official journal of … 14 (2016) 3, pp. 525-551
Persistent link: https://www.econbiz.de/10011623670
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Testing slope homogeneity in quantile regression panel data with an application to the cross-section of stock returns
Galvão Júnior, Antônio Fialho; Juhl, Ted; … - In: Journal of financial econometrics : official journal of … 16 (2018) 2, pp. 211-243
Persistent link: https://www.econbiz.de/10011987759