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On the role of volatility for modelling risk exposure
Olmo, Jose - In: International journal of monetary economics and finance 1 (2008) 2, pp. 219-234
Persistent link: https://www.econbiz.de/10003822458
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Optimal portfolio allocation and asset centrality revisited
Olmo, Jose - In: Quantitative finance 21 (2021) 9, pp. 1475-1490
Persistent link: https://www.econbiz.de/10012624148
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Downside risk asset pricing revisited : a new non-linear threshold model
Olmo, Jose - In: Journal of risk 13 (2010/11) 1, pp. 129-159
Persistent link: https://www.econbiz.de/10008699146
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Testing downside risk efficiency under market distress
Gonzalo, Jesús (contributor); Olmo, Jose (contributor) - 2008
Persistent link: https://www.econbiz.de/10003774249
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The measurement and application of risk in economics and finance
Olmo, Jose (contributor); Pilbeam, Keith (contributor) - 2008
Persistent link: https://www.econbiz.de/10003822475
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Uncovered interest parity : are empirical rejections of it valid?
Olmo, Jose; Pilbeam, Keith - In: Journal of economic integration 24 (2009) 2, pp. 369-384
Persistent link: https://www.econbiz.de/10003852551
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Testing the existence of clustering in the extreme values
Olmo, Jose (contributor) - 2005
Persistent link: https://www.econbiz.de/10003423044
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Downside risk efficiency under market distress
Gonzalo, Jesus; Olmo, Jose - 2009
Persistent link: https://www.econbiz.de/10003972376
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Backtesting parametric value-at-risk with estimation risk
Escanciano, J. Carlos; Olmo, Jose - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 1, pp. 36-51
Persistent link: https://www.econbiz.de/10003992793
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The forward discount puzzle and market efficiency
Pilbeam, Keith; Olmo, Jose - In: Annals of finance 7 (2011) 1, pp. 119-135
Persistent link: https://www.econbiz.de/10008840217