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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"bul"
~language:"eng"
~person:"Lo, Andrew W."
~subject:"Theory"
~subject:"Volatility"
~type_genre:"Article in journal"
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Lo, Andrew W.
Stein, Jeremy C.
13
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11
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9
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9
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9
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7
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7
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5
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5
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5
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5
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5
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4
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The journal of finance : the journal of the American Finance Association
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The review of financial studies
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3
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Trading volume : implications of an intertemporal capital asset pricing model
Lo, Andrew W.
;
Wang, Jiang
- In:
The journal of finance : the journal of the American …
61
(
2006
)
6
,
pp. 2805-2840
Persistent link: https://www.econbiz.de/10003398504
Saved in:
2
Foundations of technical analysis : computational algorithms, statistical inference, and empirical implementation
Lo, Andrew W.
;
Mamaysky, Harry
;
Wang, Jiang
- In:
The journal of finance : the journal of the American …
55
(
2000
)
4
,
pp. 1705-1765
Persistent link: https://www.econbiz.de/10001505429
Saved in:
3
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 499-547
Persistent link: https://www.econbiz.de/10001238271
Saved in:
4
Implementing option pricing models when asset returns are predictable
Lo, Andrew W.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
1
,
pp. 87-129
Persistent link: https://www.econbiz.de/10001178316
Saved in:
5
A nonparametric approach to pricing and hedging derivative securities via learning networks
Hutchinson, James M.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
3
,
pp. 851-889
Persistent link: https://www.econbiz.de/10001172388
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