5
H index
3
i10 index
94
Citations
Cornelis A. Los : Citation Profile
University of California-Irvine | RESEARCH PRODUCTION: 13 Articles 39 Papers 1 Chapters RESEARCH ACTIVITY:
EXPERT IN:
MORE DETAILS IN: ABOUT THIS REPORT:
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23 years (1985 - 2008). 
Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Cornelis A. Los. | Is cited by:
| Cites to:
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Main data
Where Cornelis A. Los has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Multinational Financial Management | 3 |
| International Review of Financial Analysis | 2 |
| Eastern Economic Journal | 2 |
| Journal of Banking & Finance | 2 |
| The IUP Journal of Financial Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Finance / University Library of Munich, Germany | 25 |
| Research Paper / Federal Reserve Bank of New York | 6 |
| Econometrics / University Library of Munich, Germany | 3 |
| School of Economics Working Papers / Adelaide University, School of Economics | 2 |
Recent works citing Cornelis A. Los (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | CEO age and stock price synchronicity. (2025). Bakundana, Martin ; Twongirwe, Calorine. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002820. Full description at Econpapers || Download paper |
| 2025 | Return and volatility connectedness among US and Latin American markets: A QVAR approach with implications for hedging and portfolio diversification. (2025). Patra, Saswat ; Malik, Kunjana. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000213. Full description at Econpapers || Download paper |
| 2024 | Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; lucey, brian ; Rahman, Md Lutfur ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697. Full description at Econpapers || Download paper |
| 2024 | A Comparative Study of Financial Crises: Fractal Dissection of Investor Rationality. (2024). Agarwal, Sonali ; Vats, Anshul. In: Vision. RePEc:sae:vision:v:28:y:2024:i:2:p:193-209. Full description at Econpapers || Download paper |
Works by Cornelis A. Los:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2000 | Wavelet Multiresolution Analysis of High-Frequency FX Rates, Summer 1997 In: School of Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Visualization of Chaos for Finance Majors In: School of Economics Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2004 | Visualization of Chaos for Finance Majors.(2004) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 1985 | Measurement Problems of Inflation Disaggregation. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 0 |
| 2005 | Wavelet multiresolution analysis of high-frequency Asian FX rates, Summer 1997 In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 28 |
| 2004 | Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997.(2004) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
| 2008 | Persistence characteristics of the Chinese stock markets In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 26 |
| 2005 | Persistence Characteristics of the Chinese Stock Markets.(2005) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 1999 | Galtons Error and the under-representation of systematic risk In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
| 2004 | Galtons Error and the Under-Representation of Systematic Risk.(2004) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2006 | System identification in noisy data environments: An application to six Asian stock markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
| 2004 | System Identification in Noisy Data Environments: An Application to Six Asian Stock Markets.(2004) In: International Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2006 | Persistence characteristics of Latin American financial markets In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 13 |
| 2004 | Persistence Characteristics of Latin American Financial Markets.(2004) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2004 | Persistence Characteristics of Latin American Financial Markets.(2004) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 1998 | Optimal multi-currency investment strategies with exact attribution in three Asian countries In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 0 |
| 2004 | Optimal Multi-Currency Investment Strategies with Exact Attribution in Three Asian Countries.(2004) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1999 | Nonparametric testing of the high-frequency efficiency of the 1997 Asian foreign exchange markets In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 5 |
| 2004 | Nonparametric Testing of the High-Frequency Efficiency of the 1997 Asian Foreign Exchange Markets.(2004) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2007 | Long memory options: LM evidence and simulations In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 7 |
| 2005 | Long Memory Options: LM Evidence and Simulations.(2005) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 1991 | A Scientific View of Economic Data Analysis In: Eastern Economic Journal. [Full Text][Citation analysis] | article | 0 |
| 1991 | A Scientific View of Economic Data Analysis: Reply In: Eastern Economic Journal. [Full Text][Citation analysis] | article | 0 |
| 1986 | The ghost in the box: comment on \\what will take the con out of econometrics.\\ In: Research Paper. [Citation analysis] | paper | 0 |
| 1986 | Collinearity analysis of a simple money demand equation In: Research Paper. [Citation analysis] | paper | 0 |
| 1986 | Quality control of empirical econometrics: a status report In: Research Paper. [Citation analysis] | paper | 0 |
| 1986 | Why there is still no empirical evidence for a money equation! Comments on \\an historical perspective to the econometrics of money and income.\\ In: Research Paper. [Citation analysis] | paper | 0 |
| 1987 | The prejudices of least squares, principal components and common factor schemes In: Research Paper. [Citation analysis] | paper | 0 |
| 1987 | Identification of a linear system from inexact data: a three variable example In: Research Paper. [Citation analysis] | paper | 0 |
| 2005 | Why VaR FailsLong Memory and Extreme Events in Financial Markets In: The IUP Journal of Financial Economics. [Citation analysis] | article | 1 |
| 2006 | VISUALIZATION OF THE ROAD TO CHAOS FOR FINANCE AND ECONOMICS MAJORS In: The IUP Journal of Financial Economics. [Citation analysis] | article | 1 |
| 2008 | Investment Model Uncertainty and Fair Pricing In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 1995 | A Scientific View of Economic and Financial Data Analysis In: Springer Books. [Citation analysis] | chapter | 0 |
| 2004 | The Unscientific Incompleteness and Bias of Unidirectional Projections (= Regressions): A Questionnaire In: Econometrics. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Model Uncertainty, Complexity and Rank in Finance In: Econometrics. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Were Cobb and Douglas Prejudiced? A Critical Re-analysis of their 1928 Production Model Identification In: Econometrics. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Nonparametric Efficiency Testing of Asian Stock Markets Using Weekly Data In: Finance. [Full Text][Citation analysis] | paper | 0 |
| 2004 | The Changing Concept of Financial Risk In: Finance. [Full Text][Citation analysis] | paper | 1 |
| 2004 | The 1998 Third Annual Survey of Risk Management Practices of Unit Trusts in Singapore In: Finance. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Optimal Asian Multi-Currency Strategy Portfolios with Exact Risk Attribution In: Finance. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Valuation of Six Asian Stock Markets: Financial System Identification in Noisy Environments In: Finance. [Full Text][Citation analysis] | paper | 1 |
| 2004 | Long-Term Dependence Characteristics of European Stock Indices In: Finance. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Dynamic Risk Profile of the US Term Structure by Wavelet MRA In: Finance. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Measuring Financial Cash Flow and Term Structure Dynamics In: Finance. [Full Text][Citation analysis] | paper | 1 |
| 2004 | Long Memory Options: Valuation In: Finance. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Multi-Fractal Spectral Analysis of the 1987 Stock Market Crash In: Finance. [Full Text][Citation analysis] | paper | 2 |
| 2004 | Measuring the Degree of Efficiency of Financial Market In: Finance. [Full Text][Citation analysis] | paper | 1 |
| 2004 | When to Put All Your Eggs in One Basket.....When Diversification Increases Portfolio Risk! In: Finance. [Full Text][Citation analysis] | paper | 2 |
| 2004 | Why VAR Fails: Long Memory and Extreme Events in Financial Markets In: Finance. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Measurement of Financial Risk Persistence In: Finance. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Multifractal Modeling of the US Treasury Term Structure and Fed Funds Rate In: Finance. [Full Text][Citation analysis] | paper | 0 |
| 2005 | The Degree of Stability of Price Diffusion In: Finance. [Full Text][Citation analysis] | paper | 0 |
| 2004 | The Fed’s Consistent Monetary Policy: A Long Term Perspective In: Macroeconomics. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2026. Contact: CitEc Team