Browsing All of EconStor by Author Olmo, Jose
Showing results 1 to 5 of 5
Year of Publication | Title | Author(s) |
2015 | A new family of consistent and asymptotically-normal estimators for the extremal index | Olmo, Jose |
2016 | On setting day-ahead equity trading risk limits | Fuertes, Ana-Maria; Olmo, Jose |
2020 | Neural network models for empirical finance | Calvo Pardo, Héctor F.; Mancini, Tullio; Olmo, Jose |
2022 | Machine learning the carbon footprint of Bitcoin mining | Calvo Pardo, Héctor F.; Mancini, Tullio; Olmo, Jose |
2023 | Functional coefficient quantile regression model with time-varying loadings | Atak, Alev; Montes-Rojas, Gabriel; Olmo, Jose |