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Olmo, Jose
11
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
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OLC EcoSci
ECONIS (ZBW)
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1
Early detection techniques for market risk failure
Olmo, Jose
;
Pouliot, William
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
4
,
pp. 1-53
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010008354
Saved in:
2
Detecting the presence of insider trading via structural break tests
Olmo, Jose
;
Pilbeam, Keith
;
Pouliot, William
- In:
Journal of banking & finance
35
(
2011
)
11
,
pp. 2820-2829
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009290672
Saved in:
3
Introducing uncertainty into Baland and Robinson's model of child labour
Pouliot, William
- In:
Journal of development economics
79
(
2006
)
1
,
pp. 264
Persistent link: https://ebvufind01.dmz1.zbw.eu/10007426119
Saved in:
4
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://ebvufind01.dmz1.zbw.eu/10009925151
Saved in:
5
Quantile Double AR Time Series Models for Financial Returns
Cai, Yuzhi
;
Montes‐Rojas, Gabriel
;
Olmo, Jose
- In:
Journal of forecasting
32
(
2013
)
6
,
pp. 551-560
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010156096
Saved in:
6
Inference in Nearly Nonstationary SVAR Models With Long-Run Identifying Restrictions
Escanciano, J Carlos
;
Olmo, Jose
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 1-13
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008371890
Saved in:
7
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://ebvufind01.dmz1.zbw.eu/10008323766
Saved in:
8
A nonlinear threshold model for the dependence of extremes of stationary sequences
Martinez, Oscar
;
Olmo, Jose
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
16
(
2012
)
3
,
pp. 1-37
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010048910
Saved in:
9
A panel data test for poverty traps
Galvao, Antonio F.
;
Montes-Rojas, Gabriel
;
Olmo, Jose
- In:
Applied economics
45
(
2013
)
14
,
pp. 1943-1952
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010053467
Saved in:
10
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
Saved in:
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