The Power of Bootstrap Tests of Cointegration Rank with Financial Time Series

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review

Original language	English
Title of host publication	Proceedings of the 57th Session of the International Statistical Institute : Durban 2009
Number of pages	5
Place of Publication	Durban
Publisher	ISI - International Statistical Institute
Publication date	01.10.2009
ISBN (Print)	9789073592292
Publication status	Published - 01.10.2009
MoE publication type	A4 Article in conference proceedings
Event	The 57th Session of the International Statistical Institute - Durban, South Africa Duration: 16.08.2009 → 22.08.2009 Conference number: 57

Name	Proceedings of the ISI World Statistics Congresses
Publisher	ISI

Access to Document

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title = "The Power of Bootstrap Tests of Cointegration Rank with Financial Time Series",

author = "Niklas Ahlgren and Jan Antell",

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year = "2009",

month = oct,

day = "1",

language = "English",

isbn = "9789073592292",

series = "Proceedings of the ISI World Statistics Congresses",

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booktitle = "Proceedings of the 57th Session of the International Statistical Institute",

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Ahlgren, N & Antell, J 2009, The Power of Bootstrap Tests of Cointegration Rank with Financial Time Series. in Proceedings of the 57th Session of the International Statistical Institute: Durban 2009. Proceedings of the ISI World Statistics Congresses, ISI - International Statistical Institute, Durban, The 57th Session of the International Statistical Institute, Durban, South Africa, 16.08.2009. <http://www.statssa.gov.za/isi2009/ScientificProgramme/IPMS/0704.pdf>

The Power of Bootstrap Tests of Cointegration Rank with Financial Time Series. / Ahlgren, Niklas ; Antell, Jan.
Proceedings of the 57th Session of the International Statistical Institute: Durban 2009. Durban: ISI - International Statistical Institute, 2009. (Proceedings of the ISI World Statistics Congresses).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Scientific › peer-review

TY - GEN

T1 - The Power of Bootstrap Tests of Cointegration Rank with Financial Time Series

AU - Ahlgren, Niklas

AU - Antell, Jan

N1 - Conference code: 57

PY - 2009/10/1

Y1 - 2009/10/1

M3 - Conference contribution

SN - 9789073592292

T3 - Proceedings of the ISI World Statistics Congresses

BT - Proceedings of the 57th Session of the International Statistical Institute

PB - ISI - International Statistical Institute

CY - Durban

T2 - The 57th Session of the International Statistical Institute

Y2 - 16 August 2009 through 22 August 2009

ER -