Jose Olmo

Economics and Econometrics · with Escanciano · 2010–2019

A researcher in the Science corpus: 5 papers; trusts 29 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

Whom Jose Olmo trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Ken West
  2. Michael W. McCracken
  3. Roger W. Koenker
  4. Allan G. Timmermann
  5. Valentina Corradi
  6. Christian Gouriéroux
  7. Jeremy Berkowitz
  8. Keith Kuester
  9. Xuming He
  10. A. Sakov

Who trusts Jose Olmo overall

  1. M. Nieto
  2. James W. Taylor
  3. Yuanyuan Zhang
  4. Esther Ruiz
  5. Saralees Nadarajah

Papers from Jose Olmo's perspective

Ordered by how strongly the researchers Jose Olmo trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Asymptotic Inference about Predictive Ability
  2. Robust out-of-sample inference
  3. Nonparametric Bootstrap Procedures for Predictive Inference Based on Recursive Estimation Schemes
  4. Markov Chain Marginal Bootstrap
  5. On a measure of lack of fit in time series models
  6. Chapter 4 Forecast Combinations
  7. Generalized autoregressive conditional heteroskedasticity
  8. Value at Risk: The New Benchmark for Managing Financial Risk
  9. A Survey of Recent Theoretical Results for Time Series Models with GARCH Errors
  10. Value-at-Risk Prediction: A Comparison of Alternative Strategies

Their papers