Items where Author is "Olmo, Jose"
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Article
Hallam, Mark and Olmo, Jose (2018) 'Statistical Tests of Distributional Scaling Properties for Financial Return Series.' Quantitative Finance, 18 (7). 1211 - 1232. ISSN 1469-7688
Hallam, Mark and Olmo, Jose (2014) 'Forecasting daily return densities from intraday data: A multifractal approach.' International Journal of Forecasting, 30 (4). 863 - 881. ISSN 0169-2070