Access Statistics for Cornelis A. Los

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Collinearity analysis of a simple money demand equation 0 0 0 0 5 17 64 711
Dynamic Risk Profile of the US Term Structure by Wavelet MRA 0 2 6 131 2 7 26 267
Galton's Error and the Under-Representation of Systematic Risk 3 4 18 70 4 9 41 236
Identification of a linear system from inexact data: a three variable example 0 0 0 0 0 5 20 315
Investment Model Uncertainty and Fair Pricing 3 8 35 68 8 18 99 196
Long Memory Options: LM Evidence and Simulations 0 4 15 137 1 8 37 323
Long Memory Options: Valuation 0 3 5 105 3 9 28 272
Long-Term Dependence Characteristics of European Stock Indices 0 3 20 237 1 5 63 623
Measurement of Financial Risk Persistence 1 5 32 286 5 13 89 603
Measuring Financial Cash Flow and Term Structure Dynamics 3 6 35 170 13 36 155 628
Measuring the Degree of Efficiency of Financial Market 8 13 98 724 35 58 348 1,892
Model Uncertainty, Complexity and Rank in Finance 0 2 25 162 2 8 72 510
Multi-Fractal Spectral Analysis of the 1987 Stock Market Crash 4 13 104 798 15 59 314 2,320
Multifractal Modeling of the US Treasury Term Structure and Fed Funds Rate 0 4 12 181 3 9 44 463
Nonparametric Efficiency Testing of Asian Stock Markets Using Weekly Data 2 14 52 380 9 34 139 937
Nonparametric Testing of the High-Frequency Efficiency of the 1997 Asian Foreign Exchange Markets 0 1 7 101 2 7 31 402
Optimal Asian Multi-Currency Strategy Portfolios with Exact Risk Attribution 2 5 20 118 5 15 69 445
Optimal Multi-Currency Investment Strategies with Exact Attribution in Three Asian Countries 1 2 21 160 20 33 150 866
Persistence Characteristics of Latin American Financial Markets 2 3 18 178 4 12 114 725
Persistence Characteristics of Latin American Financial Markets 1 3 11 108 13 28 102 516
Persistence Characteristics of the Chinese Stock Markets 4 8 48 351 8 24 169 987
Quality control of empirical econometrics: a status report 0 0 0 0 2 3 12 261
System Identification in Noisy Data Environments: An Application to Six Asian Stock Markets 1 4 26 155 9 18 84 524
The 1998 Third Annual Survey of Risk Management Practices of Unit Trusts in Singapore 2 6 13 106 4 11 45 426
The Changing Concept of Financial Risk 1 9 41 259 20 46 167 850
The Degree of Stability of Price Diffusion 0 3 20 124 3 12 75 436
The Fed’s Consistent Monetary Policy: A Long Term Perspective 0 1 5 64 0 1 13 170
The Unscientific Incompleteness and Bias of Unidirectional Projections (= Regressions): A Questionnaire 0 2 8 61 1 5 31 213
The ghost in the box: comment on "what will take the con out of econometrics." 0 0 0 0 1 4 13 673
The prejudices of least squares, principal components and common factor schemes 0 0 0 0 2 5 22 453
Valuation of Six Asian Stock Markets: Financial System Identification in Noisy Environments 2 4 13 167 14 42 199 863
Visualization of Chaos for Finance Majors 2 3 20 289 7 11 82 808
Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997 10 32 108 655 16 57 240 1,679
Were Cobb and Douglas Prejudiced? A Critical Re-analysis of their 1928 Production Model Identification 0 2 7 100 1 6 29 306
When to Put All Your Eggs in One Basket.....When Diversification Increases Portfolio Risk! 2 4 18 177 2 9 46 345
Why VAR Fails: Long Memory and Extreme Events in Financial Markets 5 15 59 451 9 23 121 710
Why there is still no empirical evidence for a money equation! Comments on "an historical perspective to the econometrics of money and income." 0 0 0 0 0 1 6 165
Total Working Papers 59 188 920 7,073 249 668 3,359 23,119

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Scientific View of Economic Data Analysis 1 4 18 36 1 8 51 149
A Scientific View of Economic Data Analysis: Reply 0 1 10 13 1 5 28 79
Galton's Error and the under-representation of systematic risk 1 3 6 21 2 4 15 91
Long memory options: LM evidence and simulations 0 2 2 8 0 3 8 32
Measurement Problems of Inflation Disaggregation 0 0 0 0 0 0 12 262
Nonparametric testing of the high-frequency efficiency of the 1997 Asian foreign exchange markets 0 1 1 21 0 1 4 74
Optimal multi-currency investment strategies with exact attribution in three Asian countries 0 1 2 21 0 2 20 160
Persistence characteristics of Latin American financial markets 0 1 1 21 0 2 9 82
Persistence characteristics of the Chinese stock markets 2 7 18 35 2 9 29 72
System identification in noisy data environments: An application to six Asian stock markets 0 2 4 15 1 4 10 74
VISUALIZATION OF THE ROAD TO CHAOS FOR FINANCE AND ECONOMICS MAJORS 0 0 0 1 0 2 13 156
Wavelet multiresolution analysis of high-frequency Asian FX rates, Summer 1997 2 4 11 86 4 9 35 277
Why VaR FailsLong Memory and Extreme Events in Financial Markets 0 0 0 1 1 4 32 113
Total Journal Articles 6 26 73 279 12 53 266 1,621

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Statistics updated 2009-11-04