The following pages link to Jose Olmo (Q691615):
Displaying 21 items.
- The forward discount puzzle and market efficiency (Q691616) (← links)
- Testing linearity against threshold effects: uniform inference in quantile regression (Q744003) (← links)
- An analysis of price discovery between Bitcoin futures and spot markets (Q2328515) (← links)
- Portfolio selection in quantile decision models (Q2672919) (← links)
- Bank characteristics and the interbank money market: a distributional approach (Q2687869) (← links)
- Endogeneity in Threshold Nonlinearity Tests (Q2815345) (← links)
- CONDITIONAL STOCHASTIC DOMINANCE TESTS IN DYNAMIC SETTINGS (Q2921201) (← links)
- Backtesting Parametric Value-at-Risk With Estimation Risk (Q3160930) (← links)
- Statistical tests of distributional scaling properties for financial return series (Q4554491) (← links)
- Quantile Double AR Time Series Models for Financial Returns (Q4687340) (← links)
- Threshold quantile autoregressive models (Q4979106) (← links)
- Optimal portfolio choices using financial leverage (Q4998367) (← links)
- Investing in the size factor (Q5001112) (← links)
- Optimal characteristic portfolios (Q5041666) (← links)
- Early Detection Techniques for Market Risk Failure (Q5881617) (← links)
- A Nonlinear Threshold Model for the Dependence of Extremes of Stationary Sequences (Q5881651) (← links)
- Extremely randomized neural networks for constructing prediction intervals (Q6055139) (← links)
- A nonparametric predictive regression model using partitioning estimators based on Taylor expansions (Q6135346) (← links)
- Optimal deep neural networks by maximization of the approximation power (Q6164637) (← links)
- Environmental Engel curves: a neural network approach (Q6644007) (← links)
- On solving endogeneity with invalid instruments: an application to investment equations (Q6662319) (← links)
