Teemu Pennanen

Aalto University

P.O. Box 21210

Helsinki 00100, 00101

Finland

SCHOLARLY PAPERS

2

DOWNLOADS

744

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Cointegration Analysis of the Fed Model

Sauder School of Business Working Paper
Number of pages: 12 Posted: 08 Apr 2005
Matti Koivu, Teemu Pennanen and William T. Ziemba
European Central Bank (ECB), Aalto University and University of British Columbia (UBC) - Sauder School of Business
Downloads 617 (84,565)
Citation 3

Abstract:

Loading...

Cointegration analysis, Vector equilibrium correction, VAR, Stock markets

2.

Stochastic Modelling of Mortality and Financial Markets

Number of pages: 29 Posted: 05 Jul 2011 Last Revised: 05 Apr 2013
Helena Aro and Teemu Pennanen
Aalto University - School of Science and Technology and Aalto University
Downloads 127 (425,123)
Citation 1

Abstract:

Loading...

mortality risk, market risk, stochastic modelling