Forskningsresultat per år
Forskningsresultat per år
- 5 resultat
Sökresultat
-
2010
Stock Market Linkages and Financial Contagion: A Cobreaking Analysis
Ahlgren, N. & Antell, J., 2010, I: The Quarterly Review of Economics and Finance. 50, 2, s. 10 157 s.Forskningsoutput: Tidskriftsbidrag › Artikel › Vetenskaplig › Peer review
38 Citeringar (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; nr. 541)Forskningsoutput: Bok/rapport › Beställd rapport
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2008
Bootstrap and Fast Double Bootstrap Tests of Cointegration Rank with Financial Time Series
Ahlgren, N. & Antell, J., 2008, I: Computational Statistics & Data Analysis. 52, s. 4754-4767 14 s.Forskningsoutput: Tidskriftsbidrag › Artikel › Vetenskaplig › Peer review
9 Citeringar (Scopus) -
Cobreaking of Stock Prices and Contagion
Ahlgren, N. & Antell, J., 2008, Helsingfors: Swedish School of Economics and Business Administration. 21 s. (Swedish School of Economics and Business Administration. Working Papers; nr. 537)Forskningsoutput: Bok/rapport › Beställd rapport
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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 s. ( Swedish School of Economics and Business Administration. Working Papers)Forskningsoutput: Bok/rapport › Beställd rapport