Access Statistics for Jose Olmo

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A New Family of Estimators for the Extremal Index	2	2	12	48	2	3	22	84
A Nonlinear Threshold Model for the Dependence of Extremes of Stationary Sequences	2	5	16	30	6	15	84	116
A Resolution of the Forward Discount Puzzle	0	2	9	37	0	3	15	79
An Asset Pricing Model for Mean-Variance-Downside-Risk Averse Investors	1	5	36	168	4	24	118	355
Backtesting Parametric Value-at-Risk with Estimation Risk	8	21	83	93	20	60	222	245
CONTAGION VERSUS FLIGHT TO QUALITY IN FINANCIAL MARKETS	3	7	45	198	7	15	91	364
Early Detection Techniques for Market Risk Failure	4	7	20	50	5	13	51	77
Estimation risk effects on backtesting for parametric value-at-risk models	6	14	52	137	16	37	155	335
Extreme Value Theory Filtering Techniques for Outlier Detection	6	15	22	22	12	37	43	43
TESTING THE EXISTENCE OF CLUSTERING IN THE EXTREME VALUES	1	1	9	42	1	2	18	110
Testing Downside Risk Efficiency Under Market Distress	3	4	26	27	6	12	117	117
Testing downside risk efficiency under market distress	1	1	27	47	5	8	49	65
The Impact of Heavy Tails and Comovements in Downside-Risk Diversification	1	2	17	64	1	5	44	147
The impact of heavy tails and comovements in downside-risk diversification	0	1	9	68	0	7	24	117
Threshold Quantile Autoregressive Models	4	10	45	45	5	18	69	69
U-statistic Type Tests for Structural Breaks in Linear Regression Models	3	6	27	27	5	14	59	59
Which Extreme Values are Really Extremes?	1	3	11	112	1	5	22	343
Total Working Papers	46	106	466	1,215	96	278	1,203	2,725

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
On the role of volatility for modelling risk exposure	2	3	8	8	2	3	11	11
The profitability of carry trades	4	10	29	29	6	18	51	51
Total Journal Articles	6	13	37	37	8	21	62	62

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Statistics updated 2009-11-04