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Niklas Ahlgren

Piab (Sweden) (per OpenAlex) · OpenAlex

18 papers in scope · 16 published · 2 on the econ.EM arXiv · 235 citations · h-index 8 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Timo Teräsvirta
  2. Alexander Back
  3. Stefan Richter
  4. Sayar Karmakar
  5. Wei Biao Wu
  6. Kejin Wu
  7. Marek Chudý
  8. Donald W. K. Andrews
  9. George Kapetanios
  10. Likai Chen
  11. Georg Keilbar
  12. Ming Li
  13. George Michailidis
  14. Jiahe Lin
  15. Liangjun Su
  16. Otilia Boldea
  17. Jia Chen
  18. Chen Jia
  19. Degui Li
  20. Yiren Wang

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(2 of 18)

Testing parametric additive time-varying GARCH models
working paper2025 · arXiv
with Alexander Back, Timo Teräsvirta
Paper profile arXiv arXiv:2506.23821
A new GARCH model with a deterministic time-varying intercept
working paper2024 · arXiv
with Alexander Back, Timo Teräsvirta
Paper profile arXiv arXiv:2410.03239
Tests for Abnormal Returns in the Presence of Event-Induced Cross-Sectional Correlation
published2016 · Journal of Financial Econometrics · 2 citations
with Jan Antell
Journal of Financial Econometrics
Combined Lagrange multiplier test for ARCH in vector autoregressive models
published2016 · Econometrics and Statistics · 12 citations
with Paul Catani
Econometrics and Statistics
Wild bootstrap tests for autocorrelation in vector autoregressive models
published2016 · Statistical Papers · 9 citations
with Paul Catani
Statistical Papers
Practical Proposals for Specifying k -Nearest Neighbours Weights Matrices
published2014 · Spatial Economic Analysis · 22 citations · first circulated 2011
with Linda Gerkman
Spatial Economic Analysis
The power of bootstrap tests of cointegration rank
published2013 · Computational Statistics · 4 citations
with Jan Antell
Computational Statistics
Tests for cointegration rank and the initial condition
published2010 · Empirical Economics · 5 citations · first circulated 2009
with Mikael Juselius, John Juselius
Empirical Economics
Stock market linkages and financial contagion: A cobreaking analysis
published2009 · The Quarterly Review of Economics and Finance · 66 citations
with Jan Antell
The Quarterly Review of Economics and Finance
Panel cointegration of Chinese A and B shares
published2009 · Applied Financial Economics · 9 citations · first circulated 2003
with Bo Sjö, Jianhua Zhang, Boo Sjöö
Applied Financial Economics
The Power of Bootstrap Tests of Cointegration Rank with Financial Time Series
published2009 · Työväentutkimus Vuosikirja · 5 citations
with Jan Antell
no link
Cobreaking of Stock Prices and Contagion
published2008 · Työväentutkimus Vuosikirja
with Jan Antell
no link
Tests against stationary and explosive alternatives in vector autoregressive models
published2008 · Journal of Time Series Analysis · 9 citations · first circulated 2005
with Jukka Nyblom
Journal of Time Series Analysis
Bootstrap and fast double bootstrap tests of cointegration rank with financial time series
published2008 · Computational Statistics & Data Analysis · 24 citations · first circulated 2006
with Jan Antell
Computational Statistics & Data Analysis
Inference on Cointegration in Vector Autoregressive Models (summary section only)
published2002 · Työväentutkimus Vuosikirja
no link
Testing for cointegration between international stock prices
published2002 · Applied Financial Economics · 65 citations
with Jan Antell
Applied Financial Economics
Bootstrapping the Error Correction Model Cointegration Test
published2000 · Työväentutkimus Vuosikirja · 3 citations
no link
Real Estate Investment and Uncertainty: Econometric Modelling using Finnish Data
published2000 · Työväentutkimus Vuosikirja
with Eva Liljeblom, Anders Löflund, Olli Oikkonen
no link

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.