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Lo, Andrew W.
4
Ait-Sahalia, Yacine
1
Craig MacKinlay, A.
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MacKinlay, A. Craig
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Journal of Econometrics
NBER Working Paper
47
NBER working paper series
47
Working paper / National Bureau of Economic Research, Inc.
43
Economic Commentary
29
NBER Working Papers
27
Working Paper / Federal Reserve Bank of Cleveland
27
Rodney L. White Center for Financial Research Working Papers
22
Journal of investment management : JOIM
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Working paper / National Bureau of Economic Research, Inc
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Annual review of financial economics
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7
Working papers / Sloan School of Management, Massachusetts Institute of Technology (MIT)
7
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6
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6
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6
An Elgar Reference Collection
5
Economics letters
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Policy Discussion Papers
5
The quarterly journal of finance
5
¬The international library of financial econometrics
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Journal of financial markets
4
Journal of political economy
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Nonparametric risk management and implied risk aversion
Ait-Sahalia, Yacine
;
Lo, Andrew W.
- In:
Journal of Econometrics
94
(
2000
)
1-2
,
pp. 9-51
Persistent link: https://www.econbiz.de/10005122615
Saved in:
2
The size and power of the variance ratio test in finite samples : A Monte Carlo investigation
Lo, Andrew W.
;
MacKinlay, A. Craig
- In:
Journal of Econometrics
40
(
1989
)
2
,
pp. 203-238
Persistent link: https://www.econbiz.de/10005228823
Saved in:
3
An econometric analysis of nonsynchronous trading
Lo, Andrew W.
;
Craig MacKinlay, A.
- In:
Journal of Econometrics
45
(
1990
)
1-2
,
pp. 181-211
Persistent link: https://www.econbiz.de/10005286053
Saved in:
4
Logit versus discriminant analysis : A specification test and application to corporate bankruptcies
Lo, Andrew W.
- In:
Journal of Econometrics
31
(
1986
)
2
,
pp. 151-178
Persistent link: https://www.econbiz.de/10005192976
Saved in:
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