Jose Olmo

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
On solving endogeneity with invalid instruments: an application to investment equations	2025-01-13	Paper
Environmental Engel curves: a neural network approach	2024-11-27	Paper
Extremely randomized neural networks for constructing prediction intervals	2023-09-28	Paper
A nonparametric predictive regression model using partitioning estimators based on Taylor expansions	2023-08-24	Paper
Optimal deep neural networks by maximization of the approximation power	2023-07-04	Paper
Early Detection Techniques for Market Risk Failure	2023-03-13	Paper
A Nonlinear Threshold Model for the Dependence of Extremes of Stationary Sequences	2023-03-13	Paper
Bank characteristics and the interbank money market: a distributional approach	2023-03-07	Paper
Optimal characteristic portfolios	2022-10-14	Paper
Portfolio selection in quantile decision models	2022-06-13	Paper
Investing in the size factor	2021-07-16	Paper
Optimal portfolio choices using financial leverage	2021-07-08	Paper
An analysis of price discovery between Bitcoin futures and spot markets	2019-10-10	Paper
Statistical tests of distributional scaling properties for financial return series	2018-11-14	Paper
Quantile Double AR Time Series Models for Financial Returns	2018-10-11	Paper
Endogeneity in Threshold Nonlinearity Tests	2016-06-28	Paper
Conditional stochastic dominance tests in dynamic settings	2014-10-07	Paper
Testing linearity against threshold effects: uniform inference in quantile regression	2014-10-02	Paper
Threshold quantile autoregressive models	2014-06-16	Paper
The forward discount puzzle and market efficiency	2012-12-03	Paper
Backtesting Parametric Value-at-Risk With Estimation Risk	2010-10-11	Paper

Research outcomes over time

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