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Fat tails, long memory, and the stock market since the 1960's
Lo, Andrew W. - In: Economic notes : economic review of Banca Monte dei … 26 (1997) 2, pp. 213-246
Persistent link: https://www.econbiz.de/10001337764
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Long-term memory in stock market prices
Lo, Andrew W. - 1989
Persistent link: https://www.econbiz.de/10000767657
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Maximum likelihood estimation of generalized Itô processes with discretely sampled data
Lo, Andrew W. - In: Econometric theory 4 (1988) 2, pp. 231-247
Persistent link: https://www.econbiz.de/10001052656
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Statistical tests of contingent claims asset pricing models : a new methodology
Lo, Andrew W. - In: Journal of financial economics 17 (1986) 1, pp. 143-173
Persistent link: https://www.econbiz.de/10001015108
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Semi-parametric upper bounds for option prices and expected payoffs
Lo, Andrew W. - In: Journal of financial economics 2 (1987), pp. 373-387
Persistent link: https://www.econbiz.de/10001036354
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Aspectos empíricos sobre la determinación del precio de las opciones y otros activos derivados
Lo, Andrew W. - In: Información comercial española (1992), pp. 129-155
Persistent link: https://www.econbiz.de/10001138468
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Hedgefunds : an analytic perspective
Lo, Andrew W. - 2008
Persistent link: https://www.econbiz.de/10003597326
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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
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The statistics of sharpe ratios
Lo, Andrew W. - In: Investment performance measurement : evaluating and …, (pp. 629-651). 2009
Persistent link: https://www.econbiz.de/10003839912
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Survival of the richest
Lo, Andrew W. - In: The journal of portfolio management : a publication of … 36 (2009/10) 3, pp. 4
Persistent link: https://www.econbiz.de/10009520394