José Olmo
- Finance top 2%
- Financial Risk and Volatility Modeling 34
- Financial Markets and Investment Strategies 31
- Stochastic processes and financial applications 9
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- Monetary Policy and Economic Impact 31
- Economics and Econometrics top 2%
- Market Dynamics and Volatility 33
- Statistics and Probability top 5%
- Statistical Methods and Inference 7
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- Protist diversity and phylogeny 12
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- Microbial Community Ecology and Physiology 10
- Co-authors
- Burcu KaparGenoveva F. EstebanBland J. FinlayJuan Carlos EscancianoAna-Marı́a FuertesGabriel Montes‐RojasKeith PılbeamAntonio F. Galvao
- Journals
- Quantitative Finance (4 papers)Journal of Financial Econometrics (4 papers)International Journal of Forecasting (4 papers)
- Partner nations
- United KingdomSpainUnited States
In The Last Decade
José Olmo
96 papers receiving 1.1k citations
Peers
Comparison fields: 5 of 113
- Finance 460
- General Economics, Econometrics and Finance 186
- Economics and Econometrics 553
- Management Science and Operations Research 124
- Statistics and Probability 72
Countries citing papers authored by José Olmo
This map shows the geographic impact of José Olmo's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by José Olmo with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites José Olmo more than expected).
Fields of papers citing papers by José Olmo
This network shows the impact of papers produced by José Olmo. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by José Olmo. The network helps show where José Olmo may publish in the future.
Co-authorship network
The 25 scholars most cited alongside José Olmo, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2025 | 1 | |
| 2 | 2024 | 2 | |
| 3 | 2023 | 0 | |
| 4 | 2022 | 9 | |
| 5 | 2021 | 11 | |
| 6 | 2015 | 11 | |
| 7 | 2012 | 1 | |
| 8 | Exploiting intraday and overnight price variation for daily VaR prediction | 2012 | 3 |
| 9 | 2011 | 14 | |
| 10 | 2010 | 19 | |
| 11 | A Statistical Test of City Growth: Location, Increasing Returns and Random Growth | 2010 | 1 |
| 12 | Downside Risk Efficiency Under Market Distress | 2009 | 1 |
| 13 | 2008 | 7 | |
| 14 | Testing the existence of clustering in the extreme values | 2005 | 2 |
| 15 | Which Extreme Values are Really Extreme | 2004 | 0 |
| 16 | 2001 | 8 | |
| 17 | 2000 | 90 | |
| 18 | The ciliated Protozoa of the pitcher plant Sarracenia purpurea | 1999 | 4 |
| 19 | An European population of Bryometopus hawaiiensis Foissner, 1994 [Protozoa: Ciliophora] | 1996 | 6 |
| 20 | Recurrent mass mortality of larval midwife toads Alytes obstetricans in a lake in the Pyrenean mountains | 1995 | 13 |
About José Olmo
José Olmo is a scholar working on Finance, General Economics, Econometrics and Finance, General Decision Sciences, Economics and Econometrics and Statistics and Probability, having authored 103 papers that have together received 1.1k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (34 papers), Market Dynamics and Volatility (33 papers), Monetary Policy and Economic Impact (31 papers), Financial Markets and Investment Strategies (31 papers), Protist diversity and phylogeny (12 papers), Microbial Community Ecology and Physiology (10 papers), Stochastic processes and financial applications (9 papers) and Statistical Methods and Inference (7 papers). The work is most often cited by research in Finance (460 citations), General Economics, Econometrics and Finance (186 citations), Economics and Econometrics (553 citations), Management Science and Operations Research (124 citations) and Statistics and Probability (72 citations). José Olmo has collaborated with scholars based in United Kingdom, Spain and United States. Frequent co-authors include Burcu Kapar, Genoveva F. Esteban, Bland J. Finlay, Juan Carlos Escanciano, Ana-Marı́a Fuertes, Gabriel Montes‐Rojas, Keith Pılbeam, Antonio F. Galvao, P.A. Tyler and Ken J. Clarke. Their work appears in journals such as Quantitative Finance, Journal of Financial Econometrics, International Journal of Forecasting, Protist and Studies in Nonlinear Dynamics and Econometrics.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.