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Archivo Abierto Institucional de la Universidad Carlos III de Madrid >
Browsing by Author Olmo, José
Showing results 1 to 9 of 9
| Issue Date | Title | Author(s) | Type | | May-2005 | Aplicaciones de la teoría de valores extremos a la gestión del riesgo | Olmo, José | doctoralThesis |
| Oct-2010 | Conditional stochastic dominance tests in dynamic settings | Gonzalo, Jesús [jgonzalo]; Olmo, José | workingPaper |
| Feb-2012 | Conditional stochastic dominance tests in dynamic settings | Gonzalo, Jesús [jgonzalo]; Olmo, José | workingPaper |
| Apr-2005 | Contagion versus flight to quality in financial markets | Gonzalo, Jesús [jgonzalo]; Olmo, José | workingPaper |
| Jun-2009 | Downside Risk Efficiency Under Market Distress | Gonzalo, Jesús [jgonzalo]; Olmo, José | workingPaper |
| 8-Feb-2007 | The impact of heavy tails and comovements in downside-risk diversification | Gonzalo, Jesús [jgonzalo]; Olmo, José | workingPaper |
| Sep-2008 | Testing downside risk efficiency under market distress | Gonzalo, Jesús [jgonzalo]; Olmo, José | workingPaper; workingPaper |
| Apr-2005 | Testing the existence of clustering in the extreme values | Olmo, José | workingPaper |
| 2004 | Which extreme values are really extreme? | Gonzalo, Jesús [jgonzalo]; Olmo, José | article |
Showing results 1 to 9 of 9
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