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

Forskningsoutput: Kapitel i bok/rapport/konferenshandling › Konferensbidrag › Vetenskaplig › Peer review

Originalspråk	Engelska
Titel på värdpublikation	Proceedings of the 57th Session of the International Statistical Institute : Durban 2009
Antal sidor	5
Utgivningsort	Durban
Förlag	ISI - International Statistical Institute
Utgivningsdatum	01.10.2009
ISBN (tryckt)	9789073592292
Status	Publicerad - 01.10.2009
MoE-publikationstyp	A4 Artikel i en konferenspublikation
Evenemang	The 57th Session of the International Statistical Institute - Durban, Sydafrika Varaktighet: 16.08.2009 → 22.08.2009 Konferensnummer: 57

Namn	Proceedings of the ISI World Statistics Congresses
Förlag	ISI

Åtkomst av dokument

@inproceedings{0e9d8b0e5c9e466c8ca639f63ba68479,

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

author = "Niklas Ahlgren and Jan Antell",

note = " Volume: Proceeding volume: ; The 57th Session of the International Statistical Institute ; Conference date: 16-08-2009 Through 22-08-2009",

year = "2009",

month = oct,

day = "1",

language = "English",

isbn = "9789073592292",

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

publisher = "ISI - International Statistical Institute",

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

address = "Netherlands",

}

Ahlgren, N & Antell, J 2009, The Power of Bootstrap Tests of Cointegration Rank with Financial Time Series. i 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, Sydafrika, 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).

Forskningsoutput: Kapitel i bok/rapport/konferenshandling › Konferensbidrag › Vetenskaplig › 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 -