Research output per year
Research output per year
Search results
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2010
Stock Market Linkages and Financial Contagion: A Cobreaking Analysis
Ahlgren, N. & Antell, J., 2010, In: The Quarterly Review of Economics and Finance. 50, 2, p. 10 157 p.Research output: Contribution to journal › Article › Scientific › peer-review
38 Citations (Scopus) -
2009
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
Bootstrap and Fast Double Bootstrap Tests of Cointegration Rank with Financial Time Series
Ahlgren, N. & Antell, J., 2008, In: Computational Statistics & Data Analysis. 52, p. 4754-4767 14 p.Research output: Contribution to journal › Article › Scientific › peer-review
9 Citations (Scopus) -
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