Research output per year
Research output per year
Search results
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2016
Combined Lagrange Multiplier Test for ARCH in Vector Autoregressive Models
Catani, P. & Ahlgren, N., 2016, Helsinki: Hanken School of Economics. 41 p. (Working Papers; no. 563)Research output: Book/Report › Commissioned report
Open Access -
2012
Tests for Abnormal Returns under Weak Cross Sectional Dependence
Ahlgren, N. & Antell, J., 2012, Helsinki: Hanken School of Economics. 35 p. (Working Papers; no. 561)Research output: Book/Report › Commissioned report
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Wild Bootstrap Tests for Autocorrelation in Vector Autoregressive Models
Ahlgren, N. & Catani, P., 2012, Helsinki: Hanken School of Economics. 31 p. (Working Papers; no. 562)Research output: Book/Report › Commissioned report
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2011
Practical Proposals for Specifying k-Nearest Neighbours Weights Matrices
Gerkman, L. & Ahlgren, N., 2011, Helsinki: Hanken School of Economics. 26 p. (Working Papers; no. 555)Research output: Book/Report › Commissioned report
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2009
Tests for Cointergration Rank and the Initial Condition
Ahlgren, N. & Juselius, M., 2009, Helsinki: Hanken School of Economics. 46 p. (Hanken School of Economics, Working Papers; no. 539)Research output: Book/Report › Commissioned report
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The Power of Bootstrap Tests of Cointegration Rank with Financial Time Series
Ahlgren, N. & Antell, J., 2009, Helsingfors: Hanken School of Economics. (Hanken School of Economics Working Papers; no. 541)Research output: Book/Report › Commissioned report
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2008
Cobreaking of Stock Prices and Contagion
Ahlgren, N. & Antell, J., 2008, Helsingfors: Swedish School of Economics and Business Administration. 21 p. (Swedish School of Economics and Business Administration. Working Papers; no. 537)Research output: Book/Report › Commissioned report
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2006
Bootstrap and Fast Double Bootstrap Tests of Cointegration Rank with Financial Time Series
Ahlgren, N. & Antell, J., 2006, Helsinki: Swedish School of Economics and Business Administration. 40 p. ( Swedish School of Economics and Business Administration. Working Papers)Research output: Book/Report › Commissioned report