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

Niklas Ahlgren; Jan Antell

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

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Originalspråk	Engelska

Utgivningsort	Helsingfors
Förlag	Hanken School of Economics
ISBN (tryckt)	978-952-232-039-1
Status	Publicerad - 2009
MoE-publikationstyp	D4 Publicerad utvecklings- eller forskningsrapport eller -utredning

Publikationsserier

Namn	Hanken School of Economics Working Papers
Förlag	Hanken School of Economics
Nr.	541
ISSN (tryckt)	0357-4598

Nyckelord

512 Företagsekonomi

Åtkomst av dokument

http://urn.fi/URN:ISBN:978-952-232-039-1

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Fulltext

FINANCIAL MARKETS AND TIME SERIES
Ahlgren, N. (Projektledare, akademisk) & Antell, J. (Projektdeltagare)
01.03.1998 → 31.12.2012
Projekt: Externt finansierat projekt

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

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author = "Niklas Ahlgren and Jan Antell",

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isbn = "978-952-232-039-1",

series = "Hanken School of Economics Working Papers",

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AU - Ahlgren, Niklas

AU - Antell, Jan

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KW - 512 Business and Management

KW - bootstrap

KW - cointegration

KW - euribor interest rates

KW - likelihood ratio test

KW - test power

M3 - Commissioned report

SN - 978-952-232-039-1

T3 - Hanken School of Economics Working Papers

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

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

Publikationsserier

Nyckelord

Åtkomst av dokument

OpenUrl-tillgänglighet

Projekt

FINANCIAL MARKETS AND TIME SERIES

Citera det här