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Olmo, Jose
148
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14
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14
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13
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10
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10
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9
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9
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7
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7
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7
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Castro, Luciano I. de
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ECONIS (ZBW)
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Testing downside risk efficiency under market distress
Gonzalo, Jesús
(
contributor
);
Olmo, Jose
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003774249
Saved in:
5
The measurement and application of risk in economics and finance
Olmo, Jose
(
contributor
);
Pilbeam, Keith
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003822475
Saved in:
6
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
Saved in:
7
Testing the existence of clustering in the extreme values
Olmo, Jose
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003423044
Saved in:
8
Downside risk efficiency under market distress
Gonzalo, Jesus
;
Olmo, Jose
-
2009
Persistent link: https://www.econbiz.de/10003972376
Saved in:
9
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
Saved in:
10
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
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