N. Ahlgren

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2008

1 N. Ahlgren, J. Antell: Bootstrap and fast double bootstrap tests of cointegration rank with financial time series. Computational Statistics & Data Analysis 52(10): 4754-4767 (2008)

	2008
1		N. Ahlgren, J. Antell: Bootstrap and fast double bootstrap tests of cointegration rank with financial time series. Computational Statistics & Data Analysis 52(10): 4754-4767 (2008)

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