Projects per year
Original language | English |
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Place of Publication | Helsinki |
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Publisher | Swedish School of Economics and Business Administration |
Number of pages | 40 |
ISBN (Print) | 0357-4598, 951-555-925-1 |
Publication status | Published - 2006 |
MoE publication type | D4 Published development or research report or study |
Publication series
Name | Swedish School of Economics and Business Administration. Working Papers |
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Publisher | Swedish School of Economics and Business Administration |
ISSN (Print) | 0357-4598 |
Keywords
- 512 Business and Management
- bootstrap
- cointegration
- financial time series
- likelihood ratio test
Projects
- 2 Finished
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INFERENCE ON COINTEGRATION IN VECTOR AUTOREGRESSIVE MODELS
Ahlgren, N. (Project manager, academic)
01.01.1999 → 31.12.2002
Project: Externally funded project
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FINANCIAL MARKETS AND TIME SERIES
Ahlgren, N. (Project manager, academic) & Antell, J. (Project participant)
01.03.1998 → 31.12.2012
Project: Externally funded project