Essays about: "Fredrik Hallgren"

Found 2 essays containing the words Fredrik Hallgren.

  1. 1. On Prediction and Filtering of Stock Index Returns :  

    University essay from KTH/Matematik (Inst.)

    Author : FREDRIK HALLGREN; [2011]
    Keywords : ;

    Abstract : .... READ MORE

  3. 2. Stock market cointegration in Europe

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Fredrik Hallgren; Rasmus Rehn; [2011]
    Keywords : cointegration; stock market linkages; stock market dependence;

    Abstract : In this paper we try to uncover long-run dependency structures by testing for cointegration among six major European stock indices during the first eleven years and four months of the 21st century. We find strong support for one cointegrating vector, indicating that the national stock markets follow the same long-run growth path, and that no market is likely to have substantially greater or worse relative performance over time. READ MORE