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Information about:
Cornelis A. Los

Personal Details | Affiliation | Works
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 RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

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

RePEc Short-ID: plo23

Email:
Homepage: http://www.uleth.ca/management/staff/cornelis-los
Postal Address: University of Lethbridge Faculty of Management Department of Finance E441, 4401 University Drive Lethbridge, Alberta TIK 3M4 Canada
Phone: 403-317-2888

Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Number of Authors
  2. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  3. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Los, Cornelis A. & Tungsong, Satjaporn, 2008. "Investment Model Uncertainty and Fair Pricing," MPRA Paper 8859, University Library of Munich, Germany. [Downloadable!]

  2. Sutthisit Jamdee & Cornelis A. Los, 2005. "Long Memory Options: LM Evidence and Simulations," Finance 0505003, EconWPA. [Downloadable!]
    Published as:

  3. Cornelis A. Los & Bing Yu, 2005. "Persistence Characteristics of the Chinese Stock Markets," Finance 0508008, EconWPA. [Downloadable!]
    Published as:

  4. Cornelis A. Los, 2005. "Measurement of Financial Risk Persistence," Finance 0502013, EconWPA. [Downloadable!]

  5. Sutthisit Jamdee & Cornelis A. Los, 2005. "Multifractal Modeling of the US Treasury Term Structure and Fed Funds Rate," Finance 0502021, EconWPA. [Downloadable!]

  6. Cornelis A. Los, 2005. "The Degree of Stability of Price Diffusion," Finance 0508006, EconWPA. [Downloadable!]

  7. Cornelis A. Los, 2005. "Were Cobb and Douglas Prejudiced? A Critical Re-analysis of their 1928 Production Model Identification," Econometrics 0502013, EconWPA. [Downloadable!]

  8. Sutthisit Jamdee & Cornelis A. Los, 2004. "Dynamic Risk Profile of the US Term Structure by Wavelet MRA," Finance 0409045, EconWPA. [Downloadable!]

  9. Cornelis A. Los, 2004. "The Changing Concept of Financial Risk," Finance 0409034, EconWPA. [Downloadable!]

  10. Cornelis A. Los, 2004. "The Fed’s Consistent Monetary Policy: A Long Term Perspective," Macroeconomics 0411011, EconWPA. [Downloadable!]

  11. Cornelis A. Los, 2004. "Galton's Error and the Under-Representation of Systematic Risk," Finance 0409041, EconWPA. [Downloadable!]
    Published as:

  12. Cornelis A. Los, 2004. "Visualization of Chaos for Finance Majors," Finance 0409035, EconWPA. [Downloadable!]

  13. Sijing Zong & Cornelis A. Los & Nyonyo Kyaw, 2004. "Persistence Characteristics of Latin American Financial Markets," Finance 0411013, EconWPA. [Downloadable!]
    Other versions:
    Published as:

  14. Cornelis A. Los, 2004. "Optimal Multi-Currency Investment Strategies with Exact Attribution in Three Asian Countries," Finance 0409047, EconWPA. [Downloadable!]
    Published as:

  15. Sutthisit Jamdee & Cornelis A. Los, 2004. "Long Memory Options: Valuation," Finance 0409049, EconWPA. [Downloadable!]

  16. Cornelis A. Los & Jeyanthi Karuppiah, 2004. "Wavelet Multiresolution Analysis of High-Frequency Asian FX Rates, Summer 1997," Finance 0409037, EconWPA. [Downloadable!]
    Published as:

  17. Cornelis A. Los, 2004. "When to Put All Your Eggs in One Basket.....When Diversification Increases Portfolio Risk!," Finance 0411037, EconWPA. [Downloadable!]

  18. Cornelis A. Los, 2004. "Model Uncertainty, Complexity and Rank in Finance," Econometrics 0411013, EconWPA. [Downloadable!]

  19. Cornelis A. Los & Rossitsa M. Yalamova, 2004. "Multi-Fractal Spectral Analysis of the 1987 Stock Market Crash," Finance 0409050, EconWPA. [Downloadable!]

  20. Cornelis A. Los, 2004. "Measuring Financial Cash Flow and Term Structure Dynamics," Finance 0409046, EconWPA. [Downloadable!]

  21. Cornelis A. Los, 2004. "Valuation of Six Asian Stock Markets: Financial System Identification in Noisy Environments," Finance 0409039, EconWPA. [Downloadable!]

  22. Cornelis A. Los & Joanna M. Lipka, 2004. "Long-Term Dependence Characteristics of European Stock Indices," Finance 0409044, EconWPA. [Downloadable!]

  23. Cornelis Los, 2004. "Measuring the Degree of Efficiency of Financial Market," Finance 0411003, EconWPA. [Downloadable!]

  24. Cornelis A. Los, 2004. "Nonparametric Efficiency Testing of Asian Stock Markets Using Weekly Data," Finance 0409033, EconWPA. [Downloadable!]

  25. Cornelis A. Los, 2004. "Why VAR Fails: Long Memory and Extreme Events in Financial Markets," Finance 0412014, EconWPA. [Downloadable!]
    Published as:

  26. Cornelis A Los, 2004. "System Identification in Noisy Data Environments: An Application to Six Asian Stock Markets," International Finance 0410005, EconWPA. [Downloadable!]
    Published as:

  27. Cornelis A. Los, 2004. "Nonparametric Testing of the High-Frequency Efficiency of the 1997 Asian Foreign Exchange Markets," Finance 0409040, EconWPA. [Downloadable!]
    Published as:

  28. Cornelis A Los, 2004. "The Unscientific Incompleteness and Bias of Unidirectional Projections (= Regressions): A Questionnaire," Econometrics 0410011, EconWPA. [Downloadable!]

  29. Cornelis A. Los, 2004. "Optimal Asian Multi-Currency Strategy Portfolios with Exact Risk Attribution," Finance 0409038, EconWPA. [Downloadable!]

  30. Cornelis A. Los, 2004. "The 1998 Third Annual Survey of Risk Management Practices of Unit Trusts in Singapore," Finance 0409036, EconWPA. [Downloadable!]

  31. 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.

  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. 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.

  34. Cornelis A. Los, 1986. "Quality control of empirical econometrics: a status report," Research Paper 8606, Federal Reserve Bank of New York.

  35. 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.

  36. Cornelis A. Los, 1986. "Collinearity analysis of a simple money demand equation," Research Paper 8604, 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. [Downloadable!] (restricted)
    Other versions:

  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. [Downloadable!] (restricted)
    Other versions:

  3. 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. [Downloadable!] (restricted)
    Other versions:

  4. Cornelis A Los, 2006. "Visualization Of The Road To Chaos For Finance And Economics Majors," The IUP Journal of Financial Economics, Icfai Press, vol. 0(4), pages 7-34, December.

  5. 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. [Downloadable!] (restricted)
    Other versions:

  6. Cornelis A Los, 2005. "Why VaR FailsLong Memory and Extreme Events in Financial Markets," The IUP Journal of Financial Economics, Icfai Press, vol. 0(3), pages 19-36, September.
    Other versions:

  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. [Downloadable!] (restricted)
    Other versions:

  8. 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. [Downloadable!] (restricted)
    Other versions:

  9. 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. [Downloadable!] (restricted)
    Other versions:

  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. [Downloadable!] (restricted)
    Other versions:

  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. [Downloadable!]

  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. [Downloadable!]

  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
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This page was last updated on 2010-2-7.

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