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Nonparametric risk management and implied risk aversion
Aït-Sahalia, Yacine; Lo, Andrew W. - In: Journal of econometrics 94 (2000) 1/2, pp. 9-51
Persistent link: https://www.econbiz.de/10001437741
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An econometric analysis of nonsynchronous trading
Lo, Andrew W. - In: Journal of econometrics 45 (1990) 1, pp. 181-211
Persistent link: https://www.econbiz.de/10001332075
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Annals issue in honor of Jerry A. Hausman : editors' introduction
Aït-Sahalia, Yacine; Lo, Andrew W.; Newey, Whitney K. - In: Journal of econometrics 211 (2019) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10012303584
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Is the FDA too conservative or too aggressive? : a Bayesian decision analysis of clinical trial design
Isakov, Leah; Lo, Andrew W.; Montazerhodjat, Vahid - In: Journal of econometrics 211 (2019) 1, pp. 117-136
Persistent link: https://www.econbiz.de/10012303603
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Special issue: annals issue in honor of Jerry A. Hausman
Aït-Sahalia, Yacine (ed.); Lo, Andrew W. (ed.);  … - 2019
Persistent link: https://www.econbiz.de/10012303793
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Financially adaptive clinical trials via option pricing analysis
Chaudhuri, Shomesh E.; Lo, Andrew W. - In: Journal of econometrics 240 (2024) 2, pp. 1-11
Persistent link: https://www.econbiz.de/10015075136
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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/10003619351