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). pp. 1211-1232. DOI https://doi.org/10.1080/14697688.2017.1298832
Hallam, Mark and Olmo, Jose (2014) Forecasting daily return densities from intraday data: A multifractal approach. International Journal of Forecasting, 30 (4). pp. 863-881. DOI https://doi.org/10.1016/j.ijforecast.2014.01.007