Antell, Jan

name

• Antell, Jan

Authored works

• Essays on the linkages between financial markets, and risk asymmetries
• The influence of world factors on Finnish stock market volatility

Works contributed to

• Bootstrap and fast double bootstrap tests of cointegration rank with financial time series
• Cobreaking of stock prices and contagion
• Testing for cointegration between international stock prices
• Tests of conditional asset pricing models on Finnish stock return data using latent variables
• The power of bootstrap tests of cointegration rank with financial time series

Works about Antell, Jan