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	0	3	12	34	0	6	24	56
A Nonlinear Threshold Model for the Dependence of Extremes of Stationary Sequences	0	11	11	11	8	19	19	19
A Resolution of the Forward Discount Puzzle	0	3	11	26	3	12	36	60
An Asset Pricing Model for Mean-Variance-Downside-Risk Averse Investors	5	10	56	122	9	36	120	208
CONTAGION VERSUS FLIGHT TO QUALITY IN FINANCIAL MARKETS	3	12	39	142	8	27	88	252
Estimation Risk Effects on Backtesting For Parametric Value-at-Risk Models	5	19	69	125	16	52	192	323
Estimation risk effects on backtesting for parametric value-at-risk models	4	11	39	65	9	34	106	133
TESTING THE EXISTENCE OF CLUSTERING IN THE EXTREME VALUES	1	2	4	31	3	8	21	85
The Impact of Heavy Tails and Comovements in Downside-Risk Diversification	0	1	23	41	2	11	51	91
The impact of heavy tails and comovements in downside-risk diversification	2	5	21	55	5	13	42	83
Which Extreme Values are Really Extremes?	0	1	13	96	1	7	40	313
Total Working Papers	20	78	298	748	64	225	739	1,623

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Statistics updated 2008-08-03