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Niklas Ahlgren

Associate Professor
Statistics
Hanken School of Economics
Finland

Professor Business and Management
Biography

Dr. Niklas Ahlgren is Associate Professor in Statistics at the Hanken School of Economics. His research areas are econometrics, financial econometrics, the bootstrap and spatial econometrics. He has published in Computational Statistics, Computational Statistics and Data Analysis, Econometrics and Statistics, Empirical Economics, Journal of Financial Econometrics, Journal of Time Series Analysis and Spatial Economic Analysis, among other journals. Currently he is working on the power of bootstrap tests of cointegration with strong persistence in volatility and testing factor models in event studies.

Research Intrest

112 Statistics and probability 511 Economics - Econometrics and Financial Econometrics, Time Series, the Bootstrap, Spatial Econometrics

List of Publications
Catani, P, Ahlgren, N 2016, 'Combined Lagrange Multiplier Test for ARCH in Vector Autoregressive Models' Econometrics and Statistic
Ahlgren, N, Catani, P 2017, 'Wild Bootstrap Tests for Autocorrelation in Vector Autoregressive Models' Statistical Papers
Ahlgren, N, Antell, J 2017, 'Tests for Abnormal Returns in the Presence of Event-Induced Cross-Sectional Correlation' Journal of Financial Econometrics

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