Access Statistics for Kurt Brännäs

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bivariate Integer Valued Allocation Model for Guest Nights in Hotels and Cottages 0 0 1 148 3 5 8 724
A New Approach to Modelling and Forecasting Monthly Guest Nights in Hotels 0 0 0 155 4 5 12 1,621
ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH 0 0 0 177 1 3 8 1,624
Adaptations of Conventional Spatial Econometric Models to Count Data 0 0 0 77 0 1 6 97
An Alternative Conditional Asymmetry Specification for Stock Returns 0 0 0 63 3 9 17 447
An Alternative Conditional Asymmetry Specification for Stock Returns 0 0 0 50 2 2 4 310
Asymmetric Cycles and Temporal Aggregation 0 0 0 0 2 2 7 221
Asymmetries in Conditional Mean and Variance: Modelling Stock Returns by asMA-asQGARCH 0 0 0 158 2 3 14 607
Conditional Heteroskedasticity in Count Data Regression: Self-Feeding Activity in Fish 0 0 0 153 2 4 6 682
Conditional Heteroskedasticity in some Common Count Data Models for Financial Time Series Data 0 0 0 185 1 1 8 587
Conditional Skewness Modelling for Stock Returns 0 0 0 160 5 7 19 1,239
Discretized Time and Conditional Duration Modelling for Stock Transaction Data 0 0 0 94 0 1 5 484
Effects of Explanatory Variables in Count Data Moving Average Models 0 0 0 66 1 4 13 263
Endogeneity in a Binomial Model 0 0 0 359 1 2 7 2,137
Estimation in a Duration Model for Evaluating Educational Programs 0 0 0 250 1 11 24 1,278
Estimation in a Duration Model for Evaluating Educational Programs 0 0 0 147 2 2 4 869
Estimation in integer - valued moving average models 0 0 0 74 1 4 8 1,605
Explaining Cross-Country Variation in Nationalization Frequencies 0 0 0 3 2 2 8 27
Explaining the Termination of Nationalizations in the Late 1970s 0 0 0 3 2 2 13 38
Extreme-Value Characteristics in Daily Time Series of Swedish Stock Returns 0 0 0 211 1 2 5 663
Forecasting based on Very Small Samples and Additional Non-Sample Information 0 0 0 330 2 4 16 1,788
Forecasting the Size Distribution of Financial Plants in Swedish Municipalities 0 0 0 64 4 5 11 825
Generalized Integer-Valued Autoregression 0 0 0 31 2 3 10 949
Generalized Method of Moment and Indirect Estimation of the ARASMA Model 0 0 0 28 1 1 2 1,891
Influence of News in Moscow and New York on Returns and Risks on Baltic State Stock Indices 0 0 0 38 3 6 16 199
Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks 0 0 1 229 2 12 24 847
Lest squares estimation of a zero-truncated count data regression model 0 0 0 11 1 1 2 1,338
Mozambican Monetary Policy and the Yield Curve of Treasury Bills - An Empirical Study 0 1 3 54 3 15 35 147
Nationalizations and Investment Flows: A Panel Study 0 0 0 1 1 3 5 21
Plants' Entry and Exit in Swedish Municipalities 0 0 0 27 5 6 12 840
Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges 0 0 0 53 3 3 10 192
Simultaneity in the Multivariate Count Data Autoregressive Model 0 0 1 49 3 4 17 96
Temporal Aggregation of the Returns of a Stock Index Series 0 0 0 143 4 4 13 367
Testing Linearity against Nonlinear Moving Average Models 0 0 0 21 2 2 6 1,749
Testing Linearity against Nonlinear Moving Average Models 0 0 0 20 4 6 10 1,286
The Asymmetric Count Data Moving Average Model 0 0 0 26 2 2 8 115
The Number of Occupied Hotel Rooms: A Time Series Model that Accounts for Constrained Capacity and Prices 0 0 0 260 4 4 7 1,030
The Number of Shareholders - Time Series Modelling and Some Empirical Result 0 0 1 13 0 0 4 49
The Number of Traded Shares: A Time Series Modelling Approach 0 0 0 32 1 1 5 75
Time Series Modelling of Daily Metical/Rand Exchange Rate Returns, 1996-2014 0 0 1 13 3 4 12 89
Tourist Accommodation Effects of Festivals 0 0 0 324 4 5 20 1,206
Value at Risk for Large Portfolios 0 0 0 79 2 5 10 168
Total Working Papers 0 1 8 4,379 92 168 451 30,790


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A household model for work absence 0 0 0 65 1 2 5 257
A new approach to modelling and forecasting monthly guest nights in hotels 0 0 0 84 4 4 9 231
An Integer-Valued Time Series Model for Hotels that Accounts for Constrained Capacity 0 0 0 77 1 2 7 262
An alternative conditional asymmetry specification for stock returns 0 0 0 24 1 1 6 128
Asymmetric Time Series and Temporal Aggregation 0 0 0 19 2 3 7 126
Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH 0 0 0 143 2 4 10 803
Conditional skewness modelling for stock returns 0 0 0 111 0 1 10 287
Discretized time and conditional duration modelling for stock transaction data 0 0 0 8 5 5 9 61
Estimating the perceived tax scale within a labor supply model 0 0 0 15 2 3 10 151
Estimation in integer‐valued moving average models 0 0 0 4 0 4 9 22
GENERALIZED INTEGER-VALUED AUTOREGRESSION 0 0 0 159 1 2 9 372
Household Work Travel Time 0 0 0 19 3 3 9 136
Influence of news from Moscow and New York on returns and risks of Baltic States’ stock markets 0 0 0 17 1 1 10 107
Integer-valued moving average modelling of the number of transactions in stocks 0 1 2 47 2 5 15 221
Omitted variables in a weibull regression model 0 0 0 19 1 3 7 79
On forecasting of innovations 0 0 0 3 2 3 7 66
Plants' entry and exit in Swedish municipalities 0 0 0 63 4 5 14 312
Prediction and control for a time-series count data model 0 0 0 42 1 1 8 104
Recreation Travel Time Conditional on Labour Supply, Work Travel Time and Income 0 0 0 0 1 2 6 9
Semiparametric estimation of heterogeneous count data models 0 0 0 25 4 7 10 78
Simultaneity and Asymmetry of Returns and Volatilities: The Emerging Baltic States' Stock Exchanges 0 0 0 22 2 4 10 117
Small sample properties in a heterogenous Weibull model 0 0 0 7 0 4 7 52
Tourist Accommodation Effects of Festivals 0 1 1 5 3 5 15 27
Value at Risk and Expected Shortfall for large portfolios 0 0 0 42 3 7 15 135
Total Journal Articles 0 2 3 1,020 46 81 224 4,143


Statistics updated 2026-05-06