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 additive time-varying GARCH models, testing weak cross-sectional correlation of abnormal returns in event studies, factor models for returns in event studies and optimal hedge ratios. He has presented his research in major statistics and econometrics conferences such as World Statistics Congress of the International Statistical Institute (ISI), International Conference on Computational Statistics (COMPSTAT), European Meeting of the Econometric Society (ESEM) and International Conference on Computational and Financial Econometrics (CFE).
