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Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction
Fuertes, Ana María; Olmo, Jose - In: International journal of forecasting 29 (2013) 1, pp. 28-42
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009706180
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Forecasting daily return densities from intraday data : a multifractal approach
Hallam, Mark; Olmo, Jose - In: International journal of forecasting 30 (2014) 4, pp. 863-881
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010517781
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Optimal asset allocation for strategic investors
Laborda, Ricardo; Olmo, Jose - In: International journal of forecasting 33 (2017) 4, pp. 970-987
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011746933
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Granger causality detection in high-dimensional systems using feedforward neural networks
Calvo Pardo, Héctor F.; Mancini, Tullio; Olmo, Jose - In: International journal of forecasting 37 (2021) 2, pp. 920-940
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012792882
Cover Image
Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction
Fuertes, Ana-Maria; Olmo, Jose - In: International journal of forecasting 29 (2013) 1, pp. 28-42
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010053968