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Details about Cornelis A. Los

E-mail:
Homepage:https://www.linkedin.com/in/clos1/
Phone:760-294-0255
Postal address:2444 Bobcat Glen Escondido, CA 92029 United States Of America
Workplace:Paul Merage School of Business, University of California-Irvine, (more information at EDIRC)

Access statistics for papers by Cornelis A. Los.

Last updated 2022-03-17. Update your information in the RePEc Author Service.

Short-id: plo23


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Working Papers

2008

  1. Investment Model Uncertainty and Fair Pricing
    MPRA Paper, University Library of Munich, Germany Downloads

2005

  1. Long Memory Options: LM Evidence and Simulations
    Finance, University Library of Munich, Germany Downloads View citations (3)
    See also Journal Article in Research in International Business and Finance (2007)
  2. Measurement of Financial Risk Persistence
    Finance, University Library of Munich, Germany Downloads View citations (1)
  3. Multifractal Modeling of the US Treasury Term Structure and Fed Funds Rate
    Finance, University Library of Munich, Germany Downloads
  4. Persistence Characteristics of the Chinese Stock Markets
    Finance, University Library of Munich, Germany Downloads View citations (3)
    See also Journal Article in International Review of Financial Analysis (2008)
  5. The Degree of Stability of Price Diffusion
    Finance, University Library of Munich, Germany Downloads
  6. Were Cobb and Douglas Prejudiced? A Critical Re-analysis of their 1928 Production Model Identification
    Econometrics, University Library of Munich, Germany Downloads

2004

  1. Dynamic Risk Profile of the US Term Structure by Wavelet MRA
    Finance, University Library of Munich, Germany Downloads
  2. Galton's Error and the Under-Representation of Systematic Risk
    Finance, University Library of Munich, Germany Downloads
    See also Journal Article in Journal of Banking & Finance (1999)
  3. Long Memory Options: Valuation
    Finance, University Library of Munich, Germany Downloads View citations (1)
  4. Long-Term Dependence Characteristics of European Stock Indices
    Finance, University Library of Munich, Germany Downloads
  5. Measuring Financial Cash Flow and Term Structure Dynamics
    Finance, University Library of Munich, Germany Downloads View citations (1)
  6. Measuring the Degree of Efficiency of Financial Market
    Finance, University Library of Munich, Germany Downloads
  7. Model Uncertainty, Complexity and Rank in Finance
    Econometrics, University Library of Munich, Germany Downloads
  8. Multi-Fractal Spectral Analysis of the 1987 Stock Market Crash
    Finance, University Library of Munich, Germany Downloads View citations (1)
  9. Nonparametric Efficiency Testing of Asian Stock Markets Using Weekly Data
    Finance, University Library of Munich, Germany Downloads View citations (4)
  10. Nonparametric Testing of the High-Frequency Efficiency of the 1997 Asian Foreign Exchange Markets
    Finance, University Library of Munich, Germany Downloads
    See also Journal Article in Journal of Multinational Financial Management (1999)
  11. Optimal Asian Multi-Currency Strategy Portfolios with Exact Risk Attribution
    Finance, University Library of Munich, Germany Downloads View citations (1)
  12. Optimal Multi-Currency Investment Strategies with Exact Attribution in Three Asian Countries
    Finance, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article in Journal of Multinational Financial Management (1998)
  13. Persistence Characteristics of Latin American Financial Markets
    Finance, University Library of Munich, Germany Downloads View citations (1)
    Also in Finance, University Library of Munich, Germany (2004) Downloads View citations (2)

    See also Journal Article in Journal of Multinational Financial Management (2006)
  14. System Identification in Noisy Data Environments: An Application to Six Asian Stock Markets
    International Finance, University Library of Munich, Germany Downloads
    See also Journal Article in Journal of Banking & Finance (2006)
  15. The 1998 Third Annual Survey of Risk Management Practices of Unit Trusts in Singapore
    Finance, University Library of Munich, Germany Downloads
  16. The Changing Concept of Financial Risk
    Finance, University Library of Munich, Germany Downloads View citations (1)
  17. The Fed’s Consistent Monetary Policy: A Long Term Perspective
    Macroeconomics, University Library of Munich, Germany Downloads
  18. The Unscientific Incompleteness and Bias of Unidirectional Projections (= Regressions): A Questionnaire
    Econometrics, University Library of Munich, Germany Downloads View citations (1)
  19. Valuation of Six Asian Stock Markets: Financial System Identification in Noisy Environments
    Finance, University Library of Munich, Germany Downloads
  20. Visualization of Chaos for Finance Majors
    Finance, University Library of Munich, Germany Downloads View citations (3)
    Also in School of Economics Working Papers, University of Adelaide, School of Economics (2000) Downloads View citations (4)
  21. Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997
    Finance, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article in International Review of Financial Analysis (2005)
  22. When to Put All Your Eggs in One Basket.....When Diversification Increases Portfolio Risk!
    Finance, University Library of Munich, Germany Downloads View citations (3)
  23. Why VAR Fails: Long Memory and Extreme Events in Financial Markets
    Finance, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in The IUP Journal of Financial Economics (2005)

2000

  1. Wavelet Multiresolution Analysis of High-Frequency FX Rates, Summer 1997
    School of Economics Working Papers, University of Adelaide, School of Economics Downloads View citations (2)

1987

  1. Identification of a linear system from inexact data: a three variable example
    Research Paper, Federal Reserve Bank of New York View citations (3)
  2. The prejudices of least squares, principal components and common factor schemes
    Research Paper, Federal Reserve Bank of New York View citations (3)

1986

  1. Collinearity analysis of a simple money demand equation
    Research Paper, Federal Reserve Bank of New York View citations (2)
  2. Quality control of empirical econometrics: a status report
    Research Paper, Federal Reserve Bank of New York View citations (1)
  3. The ghost in the box: comment on \\"what will take the con out of econometrics.\\"
    Research Paper, Federal Reserve Bank of New York
  4. Why there is still no empirical evidence for a money equation! Comments on \\"an historical perspective to the econometrics of money and income.\\"
    Research Paper, Federal Reserve Bank of New York

Journal Articles

2008

  1. Persistence characteristics of the Chinese stock markets
    International Review of Financial Analysis, 2008, 17, (1), 64-82 Downloads View citations (20)
    See also Working Paper (2005)

2007

  1. Long memory options: LM evidence and simulations
    Research in International Business and Finance, 2007, 21, (2), 260-280 Downloads View citations (6)
    See also Working Paper (2005)

2006

  1. Persistence characteristics of Latin American financial markets
    Journal of Multinational Financial Management, 2006, 16, (3), 269-290 Downloads View citations (12)
    See also Working Paper (2004)
  2. System identification in noisy data environments: An application to six Asian stock markets
    Journal of Banking & Finance, 2006, 30, (7), 1997-2024 Downloads
    See also Working Paper (2004)
  3. VISUALIZATION OF THE ROAD TO CHAOS FOR FINANCE AND ECONOMICS MAJORS
    The IUP Journal of Financial Economics, 2006, IV, (4), 7-34 View citations (1)

2005

  1. Wavelet multiresolution analysis of high-frequency Asian FX rates, Summer 1997
    International Review of Financial Analysis, 2005, 14, (2), 211-246 Downloads View citations (30)
    See also Working Paper (2004)
  2. Why VaR FailsLong Memory and Extreme Events in Financial Markets
    The IUP Journal of Financial Economics, 2005, III, (3), 19-36 View citations (1)
    See also Working Paper (2004)

1999

  1. Galton's Error and the under-representation of systematic risk
    Journal of Banking & Finance, 1999, 23, (12), 1793-1829 Downloads View citations (7)
    See also Working Paper (2004)
  2. Nonparametric testing of the high-frequency efficiency of the 1997 Asian foreign exchange markets
    Journal of Multinational Financial Management, 1999, 9, (3-4), 265-289 Downloads View citations (8)
    See also Working Paper (2004)

1998

  1. Optimal multi-currency investment strategies with exact attribution in three Asian countries
    Journal of Multinational Financial Management, 1998, 8, (2-3), 169-198 Downloads View citations (3)
    See also Working Paper (2004)

1991

  1. A Scientific View of Economic Data Analysis
    Eastern Economic Journal, 1991, 17, (1), 61-71 Downloads View citations (6)
  2. A Scientific View of Economic Data Analysis: Reply
    Eastern Economic Journal, 1991, 17, (4), 526-531 Downloads View citations (3)

1985

  1. Measurement Problems of Inflation Disaggregation
    Journal of Business & Economic Statistics, 1985, 3, (3), 244-53
 
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