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 1 1 2 781
Dynamic Risk Profile of the US Term Structure by Wavelet MRA 0 0 0 159 0 0 0 356
Galton's Error and the Under-Representation of Systematic Risk 0 0 0 86 0 1 4 350
Identification of a linear system from inexact data: a three variable example 0 0 0 0 0 0 2 346
Investment Model Uncertainty and Fair Pricing 0 0 0 87 1 2 8 301
Long Memory Options: LM Evidence and Simulations 0 0 0 163 0 4 13 454
Long Memory Options: Valuation 0 0 0 119 0 0 1 354
Long-Term Dependence Characteristics of European Stock Indices 0 0 0 265 3 3 4 752
Measurement of Financial Risk Persistence 0 2 4 350 3 8 15 871
Measuring Financial Cash Flow and Term Structure Dynamics 1 1 1 210 2 2 5 822
Measuring the Degree of Efficiency of Financial Market 1 3 12 952 6 21 123 3,145
Model Uncertainty, Complexity and Rank in Finance 0 0 1 202 1 1 7 685
Multi-Fractal Spectral Analysis of the 1987 Stock Market Crash 0 0 2 881 2 4 8 2,670
Multifractal Modeling of the US Treasury Term Structure and Fed Funds Rate 0 0 5 242 1 3 9 636
Nonparametric Efficiency Testing of Asian Stock Markets Using Weekly Data 0 0 1 468 0 1 4 1,247
Nonparametric Testing of the High-Frequency Efficiency of the 1997 Asian Foreign Exchange Markets 0 0 0 113 0 0 1 474
Optimal Asian Multi-Currency Strategy Portfolios with Exact Risk Attribution 0 0 0 134 0 2 3 583
Optimal Multi-Currency Investment Strategies with Exact Attribution in Three Asian Countries 0 0 0 192 0 1 3 1,131
Persistence Characteristics of Latin American Financial Markets 0 0 0 190 0 0 3 863
Persistence Characteristics of Latin American Financial Markets 0 0 0 137 1 3 18 752
Persistence Characteristics of the Chinese Stock Markets 0 0 1 446 0 1 7 1,416
Quality control of empirical econometrics: a status report 0 0 0 0 2 2 3 323
System Identification in Noisy Data Environments: An Application to Six Asian Stock Markets 1 1 1 211 1 3 13 755
The 1998 Third Annual Survey of Risk Management Practices of Unit Trusts in Singapore 0 0 0 124 0 0 0 532
The Changing Concept of Financial Risk 0 0 2 336 1 1 7 1,171
The Degree of Stability of Price Diffusion 0 0 0 143 0 1 3 607
The Fed’s Consistent Monetary Policy: A Long Term Perspective 0 0 0 75 0 0 2 212
The Unscientific Incompleteness and Bias of Unidirectional Projections (= Regressions): A Questionnaire 0 0 1 74 0 0 3 287
The ghost in the box: comment on \\"what will take the con out of econometrics.\\" 0 0 0 0 1 1 4 703
The prejudices of least squares, principal components and common factor schemes 0 0 0 0 0 0 0 497
Valuation of Six Asian Stock Markets: Financial System Identification in Noisy Environments 0 0 0 197 1 1 1 1,389
Visualization of Chaos for Finance Majors 0 0 0 21 0 0 2 76
Visualization of Chaos for Finance Majors 0 0 0 332 0 0 2 997
Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997 0 0 2 784 1 2 7 2,076
Wavelet Multiresolution Analysis of High-Frequency FX Rates, Summer 1997 2 2 3 94 2 2 7 272
Were Cobb and Douglas Prejudiced? A Critical Re-analysis of their 1928 Production Model Identification 0 0 0 117 0 1 3 383
When to Put All Your Eggs in One Basket.....When Diversification Increases Portfolio Risk! 0 0 0 206 3 4 5 433
Why VAR Fails: Long Memory and Extreme Events in Financial Markets 0 0 1 533 0 4 29 972
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 0 1 192
Total Working Papers 5 9 37 8,643 33 80 332 30,866


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 0 0 1 49 0 0 11 223
A Scientific View of Economic Data Analysis: Reply 0 0 0 18 0 0 9 119
Galton's Error and the under-representation of systematic risk 0 0 0 25 0 0 4 144
Long memory options: LM evidence and simulations 0 0 0 17 0 0 3 80
Measurement Problems of Inflation Disaggregation 0 0 0 0 0 0 0 282
Nonparametric testing of the high-frequency efficiency of the 1997 Asian foreign exchange markets 1 1 1 24 1 2 4 105
Optimal multi-currency investment strategies with exact attribution in three Asian countries 0 0 0 24 0 0 2 222
Persistence characteristics of Latin American financial markets 0 0 0 30 0 1 6 178
Persistence characteristics of the Chinese stock markets 0 0 0 51 1 2 4 149
System identification in noisy data environments: An application to six Asian stock markets 0 0 0 27 0 0 0 130
VISUALIZATION OF THE ROAD TO CHAOS FOR FINANCE AND ECONOMICS MAJORS 0 0 0 1 0 1 2 214
Wavelet multiresolution analysis of high-frequency Asian FX rates, Summer 1997 0 0 3 133 0 1 10 440
Why VaR FailsLong Memory and Extreme Events in Financial Markets 0 0 0 1 0 0 2 183
Total Journal Articles 1 1 5 400 2 7 57 2,469


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Computational Finance:A Scientific Perspective 0 1 3 17 0 4 17 54
Total Books 0 1 3 17 0 4 17 54


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A SCIENTIFIC PERSPECTIVE 0 0 1 1 0 0 7 15
ANALYSIS OF EXACT DATA I 0 0 0 0 0 0 2 13
ANALYSIS OF INEXACT DATA II 0 0 0 0 0 0 3 8
BOND PORTFOLIO VALUATION AND MANAGEMENT 0 0 0 1 0 0 2 14
CAPITAL BUDGETING AND ANALYTIC FORMULAS 0 0 0 0 1 2 4 15
COMPLETE VALUATION AND DYNAMIC RISK THEORY 0 0 0 0 0 0 1 7
FORWARDS AND FUTURES 0 0 0 3 0 0 2 16
FUNDAMENTAL SECURITY VALUATION 0 0 0 1 0 0 1 12
MULTI-CURRENCY INVESTMENTS AND EXACT PERFORMANCE ATTRIBUTION 0 0 0 3 0 0 1 13
OPTIMAL PORTFOLIO FORMATION 0 0 1 1 1 1 9 21
OPTION PRICING I 0 0 0 1 1 1 3 13
OPTION PRICING II 0 0 0 0 0 0 1 10
SWAPS 1 1 4 8 2 3 20 47
SYSTEMATIC FINANCIAL RISK ANALYSIS 0 0 2 5 0 0 13 28
Total Chapters 1 1 8 24 5 7 69 232


Statistics updated 2020-09-04