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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://ebvufind01.dmz1.zbw.eu/10009125151
Saved in:
2
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/10009656085
Saved in:
3
The forward discount puzzle and market efficiency
Pilbeam, Keith
;
Olmo, Jose
- In:
Annals of finance
7
(
2011
)
1
,
pp. 119-135
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008840217
Saved in:
4
Uncovered interest parity and the efficiency of the foreign exchange market : a re-examination of the evidence
Olmo, Jose
;
Pilbeam, Keith
- In:
International journal of finance & economics : IJFE
16
(
2011
)
2
,
pp. 189-204
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009159745
Saved in:
5
The profitability of carry trades
Olmo, Jose
;
Pilbeam, Keith
- In:
Annals of finance
5
(
2009
)
2
,
pp. 231-241
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003813198
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://ebvufind01.dmz1.zbw.eu/10003852551
Saved in:
7
Strategic asset allocation revisited
Laborda, Ricardo
;
Olmo, Jose
-
2015
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011412825
Saved in:
8
Exchange rates, macroeconomic fundamentals and risk aversion
Laborda, Ricardo
;
Olmo, Jose
- In:
Theoretical economics letters
4
(
2014
)
6
,
pp. 363-370
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010530821
Saved in:
9
Testing slope homogeneity in quantile regression panel data with an application to the cross-section of stock returns
Galvao, Antonio Fialho <Jr.>
;
Juhl, Ted
;
Montes-Rojas, …
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 211-243
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011987759
Saved in:
10
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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