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Similarities and differences between US and German regulation of the use of derivatives and leverage by mutual funds : what can regulators learn from each other?
Gałkiewicz, Dominika Paula, (2014)
Galkiewicz, Dominika Paula, (2014)
Loss potential and disclosures related to credit derivatives : a cross-country comparison of corporate bond funds under US and German regulation
Gałkiewicz, Dominika, (2015)
Long-term memory in stock market prices
Lo, Andrew W., (1989)
Statistical tests of contingent claims asset pricing models : a new methodology
Lo, Andrew W., (1986)
Fat tails, long memory, and the stock market since the 1960's
Lo, Andrew W., (1997)