Advanced Search
MyIDEAS: Login to follow this author

Cornelis A. Los

Contents:

This is information that was supplied by Cornelis Los in registering through RePEc. If you are Cornelis A. Los , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Cornelis
Middle Name: A.
Last Name: Los
Suffix:

RePEc Short-ID: plo23

Email:
Homepage: http://www.alliant.edu/advanced-search/faculty-profile.php?profile_no=216
Postal Address: Alliant International University School of Management (Rm. 119) 10455 Pomerado Road San Diego, CA 92131-1700 United States Of America
Phone: 858-635-4783

Affiliation

(83%) School of Management
Alliant International University
Location: San Diego, California (United States)
Homepage: http://management.alliant.edu/
Email:
Phone:
Fax:
Postal:
Handle: RePEc:edi:cobaius (more details at EDIRC)
(13%) Stevens Institute of Technology, Financial Engineering
Homepage: http://www.webcampus.stevens.edu/default.aspx
Location: USA, Hoboken, NJ
(4%) Paul Merage School of Business
University of California-Irvine
Location: Irvine, California (United States)
Homepage: http://merage.uci.edu/
Email:
Phone:
Fax: (949)824-8469
Postal: Irvine, CA 92697-3125
Handle: RePEc:edi:gsucius (more details at EDIRC)

Works

as in new window

Working papers

  1. Los, Cornelis A. & Tungsong, Satjaporn, 2008. "Investment Model Uncertainty and Fair Pricing," MPRA Paper 8859, University Library of Munich, Germany.
  2. Cornelis A. Los & Bing Yu, 2005. "Persistence Characteristics of the Chinese Stock Markets," Finance 0508008, EconWPA.
  3. Cornelis A. Los, 2005. "The Degree of Stability of Price Diffusion," Finance 0508006, EconWPA.
  4. Cornelis A. Los, 2005. "Measurement of Financial Risk Persistence," Finance 0502013, EconWPA.
  5. Sutthisit Jamdee & Cornelis A. Los, 2005. "Multifractal Modeling of the US Treasury Term Structure and Fed Funds Rate," Finance 0502021, EconWPA.
  6. Sutthisit Jamdee & Cornelis A. Los, 2005. "Long Memory Options: LM Evidence and Simulations," Finance 0505003, EconWPA.
  7. Cornelis A. Los, 2005. "Were Cobb and Douglas Prejudiced? A Critical Re-analysis of their 1928 Production Model Identification," Econometrics 0502013, EconWPA.
  8. Sutthisit Jamdee & Cornelis A. Los, 2004. "Dynamic Risk Profile of the US Term Structure by Wavelet MRA," Finance 0409045, EconWPA.
  9. Cornelis A Los, 2004. "The Unscientific Incompleteness and Bias of Unidirectional Projections (= Regressions): A Questionnaire," Econometrics 0410011, EconWPA.
  10. Cornelis A Los, 2004. "System Identification in Noisy Data Environments: An Application to Six Asian Stock Markets," International Finance 0410005, EconWPA.
  11. Cornelis A. Los, 2004. "The Fed’s Consistent Monetary Policy: A Long Term Perspective," Macroeconomics 0411011, EconWPA.
  12. Cornelis A. Los, 2004. "Visualization of Chaos for Finance Majors," Finance 0409035, EconWPA.
  13. Cornelis A. Los, 2004. "Model Uncertainty, Complexity and Rank in Finance," Econometrics 0411013, EconWPA.
  14. Cornelis A. Los, 2004. "Nonparametric Testing of the High-Frequency Efficiency of the 1997 Asian Foreign Exchange Markets," Finance 0409040, EconWPA.
  15. Sijing Zong & Cornelis A. Los & Nyonyo Kyaw, 2004. "Persistence Characteristics of Latin American Financial Markets," Finance 0411013, EconWPA.
  16. Cornelis A. Los, 2004. "The 1998 Third Annual Survey of Risk Management Practices of Unit Trusts in Singapore," Finance 0409036, EconWPA.
  17. Cornelis A. Los, 2004. "Optimal Asian Multi-Currency Strategy Portfolios with Exact Risk Attribution," Finance 0409038, EconWPA.
  18. Cornelis A. Los, 2004. "Optimal Multi-Currency Investment Strategies with Exact Attribution in Three Asian Countries," Finance 0409047, EconWPA.
  19. Cornelis A. Los, 2004. "Why VAR Fails: Long Memory and Extreme Events in Financial Markets," Finance 0412014, EconWPA.
  20. Cornelis A. Los, 2004. "Valuation of Six Asian Stock Markets: Financial System Identification in Noisy Environments," Finance 0409039, EconWPA.
  21. Cornelis A. Los, 2004. "When to Put All Your Eggs in One Basket.....When Diversification Increases Portfolio Risk!," Finance 0411037, EconWPA.
  22. Cornelis A. Los, 2004. "Measuring Financial Cash Flow and Term Structure Dynamics," Finance 0409046, EconWPA.
  23. Sutthisit Jamdee & Cornelis A. Los, 2004. "Long Memory Options: Valuation," Finance 0409049, EconWPA.
  24. Cornelis A. Los, 2004. "The Changing Concept of Financial Risk," Finance 0409034, EconWPA.
  25. Cornelis A. Los & Joanna M. Lipka, 2004. "Long-Term Dependence Characteristics of European Stock Indices," Finance 0409044, EconWPA.
  26. Cornelis A. Los & Jeyanthi Karuppiah, 2004. "Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997," Finance 0409037, EconWPA.
  27. Cornelis A. Los & Rossitsa M. Yalamova, 2004. "Multi-Fractal Spectral Analysis of the 1987 Stock Market Crash," Finance 0409050, EconWPA.
  28. Cornelis Los, 2004. "Measuring the Degree of Efficiency of Financial Market," Finance 0411003, EconWPA.
  29. Cornelis A. Los, 2004. "Galton's Error and the Under-Representation of Systematic Risk," Finance 0409041, EconWPA.
  30. Cornelis A. Los, 2004. "Nonparametric Efficiency Testing of Asian Stock Markets Using Weekly Data," Finance 0409033, EconWPA.
  31. Jeyanthi Karuppiah & Cornelis A. Los, 2000. "Wavelet Multiresolution Analysis of High-Frequency FX Rates, Summer 1997," School of Economics Working Papers 2000-06, University of Adelaide, School of Economics.
  32. Cornelis A. Los, 1987. "Identification of a linear system from inexact data: a three variable example," Research Paper 8703, Federal Reserve Bank of New York.
  33. R.E. Kalman & C.A. Los, 1987. "The prejudices of least squares, principal components and common factor schemes," Research Paper 8701, Federal Reserve Bank of New York.
  34. Cornelis A. Los, 1986. "The ghost in the box: comment on "what will take the con out of econometrics."," Research Paper 8601, Federal Reserve Bank of New York.
  35. Cornelis A. Los, 1986. "Collinearity analysis of a simple money demand equation," Research Paper 8604, Federal Reserve Bank of New York.
  36. Cornelis A. Los, 1986. "Why there is still no empirical evidence for a money equation! Comments on "an historical perspective to the econometrics of money and income."," Research Paper 8614, Federal Reserve Bank of New York.
  37. Cornelis A. Los, 1986. "Quality control of empirical econometrics: a status report," Research Paper 8606, Federal Reserve Bank of New York.

Articles

  1. Los, Cornelis A. & Yu, Bing, 2008. "Persistence characteristics of the Chinese stock markets," International Review of Financial Analysis, Elsevier, vol. 17(1), pages 64-82.
  2. Jamdee, Sutthisit & Los, Cornelis A., 2007. "Long memory options: LM evidence and simulations," Research in International Business and Finance, Elsevier, vol. 21(2), pages 260-280, June.
  3. Los, Cornelis A., 2006. "System identification in noisy data environments: An application to six Asian stock markets," Journal of Banking & Finance, Elsevier, vol. 30(7), pages 1997-2024, July.
  4. Cornelis A Los, 2006. "Visualization Of The Road To Chaos For Finance And Economics Majors," The IUP Journal of Financial Economics, IUP Publications, vol. 0(4), pages 7-34, December.
  5. Kyaw, NyoNyo A. & Los, Cornelis A. & Zong, Sijing, 2006. "Persistence characteristics of Latin American financial markets," Journal of Multinational Financial Management, Elsevier, vol. 16(3), pages 269-290, July.
  6. Cornelis A Los, 2005. "Why VaR FailsLong Memory and Extreme Events in Financial Markets," The IUP Journal of Financial Economics, IUP Publications, vol. 0(3), pages 19-36, September.
  7. Karuppiah, Jeyanthi & Los, Cornelis A., 2005. "Wavelet multiresolution analysis of high-frequency Asian FX rates, Summer 1997," International Review of Financial Analysis, Elsevier, vol. 14(2), pages 211-246.
  8. Los, Cornelis A., 1999. "Nonparametric testing of the high-frequency efficiency of the 1997 Asian foreign exchange markets," Journal of Multinational Financial Management, Elsevier, vol. 9(3-4), pages 265-289, November.
  9. Los, Cornelis A., 1999. "Galton's Error and the under-representation of systematic risk," Journal of Banking & Finance, Elsevier, vol. 23(12), pages 1793-1829, December.
  10. Los, Cornelis A., 1998. "Optimal multi-currency investment strategies with exact attribution in three Asian countries," Journal of Multinational Financial Management, Elsevier, vol. 8(2-3), pages 169-198, September.
  11. Cornelis A. Los, 1991. "A Scientific View of Economic Data Analysis," Eastern Economic Journal, Eastern Economic Association, vol. 17(1), pages 61-71, Jan-Mar.
  12. Cornelis A. Los, 1991. "A Scientific View of Economic Data Analysis: Reply," Eastern Economic Journal, Eastern Economic Association, vol. 17(4), pages 526-531, Oct-Dec.
  13. Los, Cornelis A, 1985. "Measurement Problems of Inflation Disaggregation," Journal of Business & Economic Statistics, American Statistical Association, vol. 3(3), pages 244-53, June.

NEP Fields

28 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (2) 2004-09-30 2004-11-07
  2. NEP-CBA: Central Banking (1) 2004-11-22
  3. NEP-CFN: Corporate Finance (10) 2004-09-30 2004-09-30 2004-09-30 2004-09-30 2004-09-30 2004-09-30 2004-09-30 2004-11-07 2004-11-22 2008-05-31. Author is listed
  4. NEP-CMP: Computational Economics (13) 2004-09-30 2004-09-30 2004-09-30 2004-09-30 2004-09-30 2004-09-30 2004-09-30 2004-09-30 2004-09-30 2004-09-30 2004-09-30 2004-09-30 2005-05-07. Author is listed
  5. NEP-ECM: Econometrics (1) 2004-11-07
  6. NEP-EEC: European Economics (1) 2004-09-30
  7. NEP-ETS: Econometric Time Series (4) 2004-09-30 2004-09-30 2004-09-30 2004-12-12
  8. NEP-FIN: Finance (23) 2004-09-30 2004-09-30 2004-09-30 2004-09-30 2004-09-30 2004-09-30 2004-09-30 2004-09-30 2004-09-30 2004-09-30 2004-09-30 2004-09-30 2004-09-30 2004-11-07 2004-11-22 2004-11-22 2004-12-12 2004-12-15 2005-04-16 2005-04-16 2005-05-07 2005-08-13 2005-11-09. Author is listed
  9. NEP-FMK: Financial Markets (2) 2004-12-12 2005-11-09
  10. NEP-HIS: Business, Economic & Financial History (1) 2005-04-16
  11. NEP-HPE: History & Philosophy of Economics (1) 2005-04-16
  12. NEP-IFN: International Finance (9) 2004-09-30 2004-09-30 2004-09-30 2004-09-30 2004-09-30 2004-09-30 2004-09-30 2004-11-22 2004-11-22. Author is listed
  13. NEP-MAC: Macroeconomics (2) 2004-11-22 2005-04-16
  14. NEP-MIC: Microeconomics (1) 2004-11-22
  15. NEP-MON: Monetary Economics (2) 2004-11-22 2005-04-16
  16. NEP-RMG: Risk Management (5) 2004-12-12 2005-04-16 2005-05-07 2005-11-09 2008-05-31. Author is listed
  17. NEP-SEA: South East Asia (5) 2004-09-30 2004-09-30 2004-09-30 2005-04-16 2005-11-09. Author is listed
  18. NEP-TRA: Transition Economics (1) 2005-11-09
  19. NEP-UPT: Utility Models & Prospect Theory (1) 2008-05-31

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Cornelis Los should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.