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Measurement of Financial Risk...
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RePEc
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ECONIS (ZBW)
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31
System identification in noisy data environments : an application to six Asian stock markets
Los, Cornelis Albertus
- In:
Journal of banking & finance
30
(
2006
)
7
,
pp. 1997-2024
Persistent link: https://www.econbiz.de/10003339497
Saved in:
32
Discrete-time martingale convergence results and nonlinear estimation using time-series data
Los, Cornelis A.
-
1982
-
Rev
Persistent link: https://www.econbiz.de/10002494395
Saved in:
33
Identifiability and estimability of the FMP model: a critical assessment
Los, Cornelis A.
-
1983
Persistent link: https://www.econbiz.de/10002494443
Saved in:
34
Maximum likelihood estimation for stochastically dependent observations
Los, Cornelis A.
-
1981
Persistent link: https://www.econbiz.de/10002494591
Saved in:
35
Measurement problems of inflation disaggregation
Los, Cornelis A.
- In:
Journal of business & economic statistics : JBES ; a …
3
(
1985
)
3
,
pp. 244-253
Persistent link: https://www.econbiz.de/10002494611
Saved in:
36
Optimal macroeconomic policy rules under uncertainty (Some applications of optimal stochastic control theory)
Los, Cornelis A.
-
1981
Persistent link: https://www.econbiz.de/10002494637
Saved in:
37
Galton's Error and the under-representation of systematic risk
Los, Cornelis Albertus
- In:
Journal of banking & finance
23
(
1999
)
12
,
pp. 1793-1829
Persistent link: https://www.econbiz.de/10001428991
Saved in:
38
Financial market risk : measurement and analysis
Los, Cornelis Albertus
-
2003
-
1. publ.
Persistent link: https://www.econbiz.de/10001711450
Saved in:
39
Nonparametric testing of the high-frequency efficiency of the 1997 Asian foreign exchange markets
Los, Cornelis Albertus
- In:
Journal of multinational financial management
9
(
1999
)
3/4
,
pp. 265-289
Persistent link: https://www.econbiz.de/10001506197
Saved in:
40
Nonparametric efficiency testing of Asian stock markets using weekly data
Los, Cornelis Albertus
- In:
Applying Kernel and nonparametric estimation to …
,
(pp. 329-363)
.
2000
Persistent link: https://www.econbiz.de/10001548554
Saved in:
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