Research
Research interests
- Financial econometrics
- Time series analysis
- Financial economics
- Empirical Finance
- Econometric theory
Publications
77 publications
Page 1 of 8
Alev Atak,
G. Montes-Rojas,
& Jose Olmo
, 2023
, Journal of Applied Economics
, 26 (1)
Type: article
A nonparametric predictive regression model using partitioning estimators based on Taylor expansions
Jose Olmo
, 2022
, Journal of Time Series Analysis
DOI: 10.1111/jtsa.12668
Type: article
Luciano De Castro,
Antonio F. Galvao,
Gabriel Montes-rojas,
& Jose Olmo
, 2022
, Annals of Finance
, 18 (2) , 133--181
Type: article
Hector Calvo-Pardo,
Tullio Mancini,
& Jose Olmo
, 2022
, Journal of Risk and Financial Management
, 15 (2)
DOI: 10.3390/jrfm15020071
Type: article
Tullio Mancini,
Hector Calvo-Pardo,
& Jose Olmo
, 2022
, Journal of the Royal Statistical Society, Series C (Applied Statistics)
, 71 (5) , 1--26
DOI: 10.1111/rssc.12588
Type: article
Luciano De Castro,
Antonio F. Galvao,
Jeong Yeol Kim,
Gabriel Montes-rojas,
& Jose Olmo
, 2022
, Journal of Behavioral and Experimental Economics
, 97
Type: article
Ricardo Laborda,
& Jose Olmo
, 2021
, Research in International Business and Finance
, 57
Type: article
Jose Olmo,
& Marcos Sanso‐navarro
, 2021
, Papers in Regional Science
, 100 (5) , 1209--1229
DOI: 10.1111/pirs.12615
Type: article
Supervision
Current PhD Students
PhD Economics
PhD Economics
PhD Mathematical Sciences
PhD Economics
PhD Economics
PhD Economics
PhD Economics
Biography
Jose Olmo is part-time professor at University of Southampton. Jose received a BSc in Mathematics from Universidad de Zaragoza and a PhD in Economics from Universidad Carlos III de Madrid. Before joining University of Southampton as Reader in Economics, Jose was Senior Lecturer at City University London. Jose has also taught as visiting professor at IE Business School, Universitat Pompeu Fabra and Imperial College London. He is currently Senior Research Fellow at Fundación Agencia Aragonesa para la Investigación y el Desarrollo in Spain.