This file is part of IDEAS, which uses RePEc data

Information about:
Jan Wilhelm Antell

Personal Details | Affiliation | Works

This is information that was supplied by Jan Antell in registering through RePEc. If you are Jan Wilhelm Antell , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Jan
Middle Name: Wilhelm
Last Name: Antell
Suffix:

RePEc Short-ID: pan150

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address: HANKEN Swedish School of Economics and Business Administration Department of Finance and Statistics P.O. Box 479 FIN-00101 HELSINGFORS FINLAND
Phone:

Affiliation

(in no particular order)

Svenska Handelshögskolan (Hanken) (Swedish School of Economics and Business Administration)
Location: Helsinki, Finland
Homepage: http://www.hanken.fi/
Email:
Phone: +358-9-431 331
Fax: +358-9-431 33 333
Postal: PL 479, 00101 Helsinki
Handle: RePEc:edi:shhhhfi (registered authors at this institution)

Works

Working papers

Ahlgren, Niklas & Antell, Jan, 2008. "Cobreaking of Stock Prices and Contagion," Working Papers 537, Swedish School of Economics and Business Administration. [Downloadable!]
Ahlgren, Niklas & Antell, Jan, 2006. "Bootstrap and Fast Double Bootstrap Tests of Cointegration Rank with Financial Time Series," Working Papers 519, Swedish School of Economics and Business Administration.
Published as:
- Ahlgren, N. & Antell, J., 2008. "Bootstrap and fast double bootstrap tests of cointegration rank with financial time series," Computational Statistics & Data Analysis, Elsevier, vol. 52(10), pages 4754-4767, June. [Downloadable!] (restricted)

Articles

Ahlgren, N. & Antell, J., 2008. "Bootstrap and fast double bootstrap tests of cointegration rank with financial time series," Computational Statistics & Data Analysis, Elsevier, vol. 52(10), pages 4754-4767, June. [Downloadable!] (restricted)
Other versions:
- Ahlgren, Niklas & Antell, Jan, 2006. "Bootstrap and Fast Double Bootstrap Tests of Cointegration Rank with Financial Time Series," Working Papers 519, Swedish School of Economics and Business Administration.
Antell, Jan & Vaihekoski, Mika, 2007. "International asset pricing models and currency risk: Evidence from Finland 1970-2004," Journal of Banking & Finance, Elsevier, vol. 31(9), pages 2571-2590, September. [Downloadable!] (restricted)
Ahlgren, Niklas & Antell, Jan, 2002. "Testing for Cointegration between International Stock Prices," Applied Financial Economics, Taylor and Francis Journals, vol. 12(12), pages 851-61, December. [Downloadable!] (restricted)

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

NEP-CFN: Corporate Finance (1) 2006-09-23 Author is listed
NEP-ECM: Econometrics (1) 2006-09-23 Author is listed
NEP-ETS: Econometric Time Series (1) 2006-09-23 Author is listed
NEP-FMK: Financial Markets (1) 2006-09-23 Author is listed

Did you know? There are NEP reports in over 80 fields that deliver new research to your email.

This page was last updated on 2008-9-24.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.