Cornelis Albertus Los
Cornelis Albertus Los
Professor of Finance, Paul Merage School of Business, University of California at Irvine
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Financial market risk: measurement and analysis
C Los
Routledge, 2003
Wavelet multiresolution analysis of high-frequency Asian FX rates, Summer 1997
J Karuppiah, CA Los
International Review of Financial Analysis 14 (2), 211-246, 2005
Persistence characteristics of the Chinese stock markets
CA Los, B Yu
International Review of Financial Analysis 17 (1), 64-82, 2008
Persistence characteristics of Latin American financial markets
NNA Kyaw, CA Los, S Zong
Journal of Multinational Financial Management 16 (3), 269-290, 2006
Nonparametric efficiency testing of Asian stock markets using weekly data
CA Los
Centre for Research in Financial Services Working Paper, 1998
Multi-fractal spectral analysis of the 1987 stock market crash
CA Los, RM Yalamova
Available at SSRN 588823, 2004
The Stability of the Phillips Curve and its Implications for the 1980s
AS Englander
Federal Reserve Bank of New York, 1983
Computational finance: a scientific perspective
A Los Cornelis
World Scientific Publishing Company, 2000
The prejudices of least squares, principal components and common factors schemes
CA Los
Computers & Mathematics with Applications 17 (8-9), 1269-1283, 1989
Long memory options: LM evidence and simulations
S Jamdee, CA Los
Research in International Business and Finance 21 (2), 260-280, 2007
Long-term dependence characteristics of European stock indices
JM Lipka, C Los
Economics Working Paper Archive, EconWPA, Finance, 2003
Persistence characteristics of European stock indexes
J Lipka, CA Los
Kent State University. Working paper, Kent, 2002
Visualization of chaos for finance majors
CA Los
Adelaide University Working Paper No. 00-7, 2000
Nonparametric testing of the high-frequency efficiency of the 1997 Asian foreign exchange markets
CA Los
Journal of Multinational Financial Management 9 (3-4), 265-289, 1999
Identification of a linear system from inexact data: A three-variable example
CA Los
System-Theoretic Methods in Economic Modelling I, 1285-1304, 1989
Econometrics of models with evolutionary parameter structures.
C Los
Dissertation Abstracts International Part A: Humanities and[DISS. ABST. INT …, 1984
Galton's Error and the under-representation of systematic risk
CA Los
Journal of Banking & Finance 23 (12), 1793-1829, 1999
A scientific view of economic data analysis
CA Los
Eastern Economic Journal 17 (1), 61-71, 1991
Monte Carlo Studies of Econometric Estimators of Evolutionary Parameter Structures
CA Los, CM Kell
Federal Reserve Bank, 1985
Optimal multi-currency investment strategies with exact attribution in three Asian countries
CA Los
Journal of Multinational Financial Management 8 (2-3), 169-198, 1998
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