5
H index
3
i10 index
92
Citations
Cornelis A. Los : Citation Profile
University of California-Irvine | RESEARCH PRODUCTION: 13 Articles 39 Papers RESEARCH ACTIVITY:
EXPERT IN:
MORE DETAILS IN: ABOUT THIS REPORT:
|
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:
|
Main data
Where Cornelis A. Los has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Multinational Financial Management | 3 |
| The IUP Journal of Financial Economics | 2 |
| Journal of Banking & Finance | 2 |
| Eastern Economic Journal | 2 |
| International Review of Financial Analysis | 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 and Public Policy Working Papers / University of Adelaide, School of Economics and Public Policy | 2 |
Recent works citing Cornelis A. Los (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Hurst exponent dynamics of S&P 500 returns: Implications for market efficiency, long memory, multifractality and financial crises predictability by application of a nonlinear dynamics analysis framewo. (2023). Vogl, Markus. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:166:y:2023:i:c:s0960077922010633. Full description at Econpapers || Download paper |
| 2024 | Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; Rahman, Md Lutfur ; Lucey, Brian ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697. Full description at Econpapers || Download paper |
| 2023 | Measuring price efficiency in petroleum markets: New insights using various long-range dependence techniques. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Owusu, Patrick ; Mefteh-Wali, Salma ; Aikins, Emmanuel Joel. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001381. Full description at Econpapers || Download paper |
| 2023 | Persistence and long run co-movements across stock market prices. (2023). Martin-Valmayor, Miguel Angel ; Infante, Juan ; Gil-Alana, Luis A. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:347-357. Full description at Econpapers || Download paper |
| 2024 | A Comparative Study of Financial Crises: Fractal Dissection of Investor Rationality. (2024). Vats, Anshul ; Agarwal, Sonali. 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 | 25 |
| 2005 | Persistence Characteristics of the Chinese Stock Markets.(2005) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | 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 | 12 |
| 2004 | Persistence Characteristics of Latin American Financial Markets.(2004) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2004 | Persistence Characteristics of Latin American Financial Markets.(2004) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | 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 |
| 2004 | Why VAR Fails: Long Memory and Extreme Events in Financial Markets.(2004) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 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 |
| 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 |
| 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 November, 3 2024. Contact: CitEc Team