Cornelis A. Los

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Affiliations

• University of California-Irvine / Paul Merage School of Business
  • EDIRC entry
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Research profile

author of:

• Wavelet Multiresolution Analysis of High-Frequency FX Rates, Summer 1997 (repec:adl:wpaper:2000-06)
  by Jeyanthi Karuppiah & Cornelis A. Los
• Visualization of Chaos for Finance Majors (repec:adl:wpaper:2000-07)
  by Cornelis A. Los
• Measurement Problems of Inflation Disaggregation (repec:bes:jnlbes:v:3:y:1985:i:3:p:244-53)
  by Los, Cornelis A
• Wavelet multiresolution analysis of high-frequency Asian FX rates, Summer 1997 (repec:eee:finana:v:14:y:2005:i:2:p:211-246)
  by Karuppiah, Jeyanthi & Los, Cornelis A.
• Persistence characteristics of the Chinese stock markets (repec:eee:finana:v:17:y:2008:i:1:p:64-82)
  by Los, Cornelis A. & Yu, Bing
• Galton's Error and the under-representation of systematic risk (repec:eee:jbfina:v:23:y:1999:i:12:p:1793-1829)
  by Los, Cornelis A.
• System identification in noisy data environments: An application to six Asian stock markets (repec:eee:jbfina:v:30:y:2006:i:7:p:1997-2024)
  by Los, Cornelis A.
• Persistence characteristics of Latin American financial markets (repec:eee:mulfin:v:16:y:2006:i:3:p:269-290)
  by Kyaw, NyoNyo A. & Los, Cornelis A. & Zong, Sijing
• Optimal multi-currency investment strategies with exact attribution in three Asian countries (repec:eee:mulfin:v:8:y:1998:i:2-3:p:169-198)
  by Los, Cornelis A.
• Nonparametric testing of the high-frequency efficiency of the 1997 Asian foreign exchange markets (repec:eee:mulfin:v:9:y:1999:i:3-4:p:265-289)
  by Los, Cornelis A.
• Long memory options: LM evidence and simulations (repec:eee:riibaf:v:21:y:2007:i:2:p:260-280)
  by Jamdee, Sutthisit & Los, Cornelis A.
• A Scientific View of Economic Data Analysis (repec:eej:eeconj:v:17:y:1991:i:1:p:61-71)
  by Cornelis A. Los
• A Scientific View of Economic Data Analysis: Reply (repec:eej:eeconj:v:17:y:1991:i:4:p:526-531)
  by Cornelis A. Los
• The ghost in the box: comment on \\"what will take the con out of econometrics.\\" (repec:fip:fednrp:8601)
  by Cornelis A. Los
• Collinearity analysis of a simple money demand equation (repec:fip:fednrp:8604)
  by Cornelis A. Los
• Quality control of empirical econometrics: a status report (repec:fip:fednrp:8606)
  by Cornelis A. Los
• Why there is still no empirical evidence for a money equation! Comments on \\"an historical perspective to the econometrics of money and income.\\" (repec:fip:fednrp:8614)
  by Cornelis A. Los
• The prejudices of least squares, principal components and common factor schemes (repec:fip:fednrp:8701)
  by R. E. Kalman & Cornelis A. Los
• Identification of a linear system from inexact data: a three variable example (repec:fip:fednrp:8703)
  by Cornelis A. Los
• Unknown
• Unknown
• Investment Model Uncertainty and Fair Pricing (repec:pra:mprapa:8859)
  by Los, Cornelis A. & Tungsong, Satjaporn
• A Scientific View of Economic and Financial Data Analysis (repec:spr:sprchp:978-94-017-0663-6_7)
  by Cornelis A. Los
• The Unscientific Incompleteness and Bias of Unidirectional Projections (= Regressions): A Questionnaire (repec:wpa:wuwpem:0410011)
  by Cornelis A Los
• Model Uncertainty, Complexity and Rank in Finance (repec:wpa:wuwpem:0411013)
  by Cornelis A. Los
• Were Cobb and Douglas Prejudiced? A Critical Re-analysis of their 1928 Production Model Identification (repec:wpa:wuwpem:0502013)
  by Cornelis A. Los
• Nonparametric Efficiency Testing of Asian Stock Markets Using Weekly Data (repec:wpa:wuwpfi:0409033)
  by Cornelis A. Los
• The Changing Concept of Financial Risk (repec:wpa:wuwpfi:0409034)
  by Cornelis A. Los
• Visualization of Chaos for Finance Majors (repec:wpa:wuwpfi:0409035)
  by Cornelis A. Los
• The 1998 Third Annual Survey of Risk Management Practices of Unit Trusts in Singapore (repec:wpa:wuwpfi:0409036)
  by Cornelis A. Los
• Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997 (repec:wpa:wuwpfi:0409037)
  by Cornelis A. Los & Jeyanthi Karuppiah
• Optimal Asian Multi-Currency Strategy Portfolios with Exact Risk Attribution (repec:wpa:wuwpfi:0409038)
  by Cornelis A. Los
• Valuation of Six Asian Stock Markets: Financial System Identification in Noisy Environments (repec:wpa:wuwpfi:0409039)
  by Cornelis A. Los
• Nonparametric Testing of the High-Frequency Efficiency of the 1997 Asian Foreign Exchange Markets (repec:wpa:wuwpfi:0409040)
  by Cornelis A. Los
• Galton's Error and the Under-Representation of Systematic Risk (repec:wpa:wuwpfi:0409041)
  by Cornelis A. Los
• Long-Term Dependence Characteristics of European Stock Indices (repec:wpa:wuwpfi:0409044)
  by Cornelis A. Los & Joanna M. Lipka
• Dynamic Risk Profile of the US Term Structure by Wavelet MRA (repec:wpa:wuwpfi:0409045)
  by Sutthisit Jamdee & Cornelis A. Los
• Measuring Financial Cash Flow and Term Structure Dynamics (repec:wpa:wuwpfi:0409046)
  by Cornelis A. Los
• Optimal Multi-Currency Investment Strategies with Exact Attribution in Three Asian Countries (repec:wpa:wuwpfi:0409047)
  by Cornelis A. Los
• Persistence Characteristics of Latin American Financial Markets (repec:wpa:wuwpfi:0409048)
  by Nyo Nyo A. Kyaw & Cornelis A. Los & Sijing Zong
• Long Memory Options: Valuation (repec:wpa:wuwpfi:0409049)
  by Sutthisit Jamdee & Cornelis A. Los
• Multi-Fractal Spectral Analysis of the 1987 Stock Market Crash (repec:wpa:wuwpfi:0409050)
  by Cornelis A. Los & Rossitsa M. Yalamova
• Measuring the Degree of Efficiency of Financial Market (repec:wpa:wuwpfi:0411003)
  by Cornelis Los
• Persistence Characteristics of Latin American Financial Markets (repec:wpa:wuwpfi:0411013)
  by Sijing Zong & Cornelis A. Los & Nyonyo Kyaw
• When to Put All Your Eggs in One Basket.....When Diversification Increases Portfolio Risk! (repec:wpa:wuwpfi:0411037)
  by Cornelis A. Los
• Why VAR Fails: Long Memory and Extreme Events in Financial Markets (repec:wpa:wuwpfi:0412014)
  by Cornelis A. Los
• Measurement of Financial Risk Persistence (repec:wpa:wuwpfi:0502013)
  by Cornelis A. Los
• Multifractal Modeling of the US Treasury Term Structure and Fed Funds Rate (repec:wpa:wuwpfi:0502021)
  by Sutthisit Jamdee & Cornelis A. Los
• Long Memory Options: LM Evidence and Simulations (repec:wpa:wuwpfi:0505003)
  by Sutthisit Jamdee & Cornelis A. Los
• The Degree of Stability of Price Diffusion (repec:wpa:wuwpfi:0508006)
  by Cornelis A. Los
• Persistence Characteristics of the Chinese Stock Markets (repec:wpa:wuwpfi:0508008)
  by Cornelis A. Los & Bing Yu
• System Identification in Noisy Data Environments: An Application to Six Asian Stock Markets (repec:wpa:wuwpif:0410005)
  by Cornelis A Los
• The Fed’s Consistent Monetary Policy: A Long Term Perspective (repec:wpa:wuwpma:0411011)
  by Cornelis A. Los