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 0 0 8 724
A New Approach to Modelling and Forecasting Monthly Guest Nights in Hotels 0 0 0 155 0 0 12 1,621
ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH 0 0 0 177 1 1 9 1,625
Adaptations of Conventional Spatial Econometric Models to Count Data 0 0 0 77 0 0 5 97
An Alternative Conditional Asymmetry Specification for Stock Returns 0 0 0 50 1 1 6 312
An Alternative Conditional Asymmetry Specification for Stock Returns 0 0 0 63 0 0 18 449
Asymmetric Cycles and Temporal Aggregation 0 0 0 0 0 1 8 222
Asymmetries in Conditional Mean and Variance: Modelling Stock Returns by asMA-asQGARCH 0 0 0 158 0 1 15 609
Conditional Heteroskedasticity in Count Data Regression: Self-Feeding Activity in Fish 0 0 0 153 0 0 6 682
Conditional Heteroskedasticity in some Common Count Data Models for Financial Time Series Data 0 0 0 185 0 0 8 587
Conditional Skewness Modelling for Stock Returns 0 0 0 160 0 1 19 1,241
Discretized Time and Conditional Duration Modelling for Stock Transaction Data 0 0 0 94 0 0 5 484
Effects of Explanatory Variables in Count Data Moving Average Models 0 0 0 66 2 2 16 266
Endogeneity in a Binomial Model 0 0 0 359 0 1 9 2,139
Estimation in a Duration Model for Evaluating Educational Programs 0 0 0 250 0 2 25 1,280
Estimation in a Duration Model for Evaluating Educational Programs 0 0 0 147 0 0 4 869
Estimation in integer - valued moving average models 0 0 0 74 1 1 9 1,606
Explaining Cross-Country Variation in Nationalization Frequencies 0 0 0 3 0 0 10 29
Explaining the Termination of Nationalizations in the Late 1970s 0 0 0 3 0 1 13 39
Extreme-Value Characteristics in Daily Time Series of Swedish Stock Returns 0 0 0 211 1 2 7 665
Forecasting based on Very Small Samples and Additional Non-Sample Information 0 0 0 330 0 0 17 1,789
Forecasting the Size Distribution of Financial Plants in Swedish Municipalities 0 0 0 64 0 0 10 825
Generalized Integer-Valued Autoregression 0 0 0 31 1 2 11 951
Generalized Method of Moment and Indirect Estimation of the ARASMA Model 0 0 0 28 0 0 2 1,891
Influence of News in Moscow and New York on Returns and Risks on Baltic State Stock Indices 0 0 0 38 0 1 17 201
Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks 0 0 0 229 0 0 23 848
Lest squares estimation of a zero-truncated count data regression model 0 0 0 11 0 0 2 1,338
Mozambican Monetary Policy and the Yield Curve of Treasury Bills - An Empirical Study 0 2 5 56 0 2 35 149
Nationalizations and Investment Flows: A Panel Study 0 0 0 1 0 1 6 22
Plants' Entry and Exit in Swedish Municipalities 0 0 0 27 1 1 13 841
Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges 0 0 0 53 0 0 9 192
Simultaneity in the Multivariate Count Data Autoregressive Model 0 0 0 49 0 0 14 96
Temporal Aggregation of the Returns of a Stock Index Series 0 0 0 143 0 0 13 368
Testing Linearity against Nonlinear Moving Average Models 0 0 0 20 0 0 9 1,286
Testing Linearity against Nonlinear Moving Average Models 0 0 0 21 0 0 7 1,750
The Asymmetric Count Data Moving Average Model 0 0 0 26 0 0 6 115
The Number of Occupied Hotel Rooms: A Time Series Model that Accounts for Constrained Capacity and Prices 0 0 0 260 0 0 8 1,031
The Number of Shareholders - Time Series Modelling and Some Empirical Result 0 0 0 13 0 0 3 49
The Number of Traded Shares: A Time Series Modelling Approach 0 0 0 32 0 0 5 75
Time Series Modelling of Daily Metical/Rand Exchange Rate Returns, 1996-2014 0 0 0 13 0 4 13 94
Tourist Accommodation Effects of Festivals 0 0 0 324 0 0 20 1,206
Value at Risk for Large Portfolios 0 0 0 79 0 0 10 169
Total Working Papers 0 2 6 4,381 8 25 465 30,832


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 0 0 6 258
A new approach to modelling and forecasting monthly guest nights in hotels 0 0 1 85 0 0 10 232
An Integer-Valued Time Series Model for Hotels that Accounts for Constrained Capacity 0 0 0 77 0 0 6 262
An alternative conditional asymmetry specification for stock returns 0 0 0 24 0 0 6 128
Asymmetric Time Series and Temporal Aggregation 0 0 0 19 0 0 6 126
Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH 0 0 0 143 0 2 14 807
Conditional skewness modelling for stock returns 0 0 0 111 0 0 10 287
Discretized time and conditional duration modelling for stock transaction data 0 0 0 8 0 1 12 64
Estimating the perceived tax scale within a labor supply model 0 0 0 15 0 1 9 152
Estimation in integer‐valued moving average models 0 0 0 4 1 1 10 24
GENERALIZED INTEGER-VALUED AUTOREGRESSION 0 0 1 160 1 1 12 375
Household Work Travel Time 0 0 0 19 1 1 9 137
Influence of news from Moscow and New York on returns and risks of Baltic States’ stock markets 0 0 0 17 0 1 11 108
Integer-valued moving average modelling of the number of transactions in stocks 0 0 1 47 1 2 14 223
Omitted variables in a weibull regression model 0 0 0 19 0 1 7 80
On forecasting of innovations 0 0 0 3 0 1 8 67
Plants' entry and exit in Swedish municipalities 0 0 0 63 0 0 14 312
Prediction and control for a time-series count data model 0 0 0 42 0 0 8 104
Recreation Travel Time Conditional on Labour Supply, Work Travel Time and Income 0 0 0 0 0 0 6 10
Semiparametric estimation of heterogeneous count data models 0 0 0 25 0 0 10 78
Simultaneity and Asymmetry of Returns and Volatilities: The Emerging Baltic States' Stock Exchanges 0 0 0 22 1 1 12 119
Small sample properties in a heterogenous Weibull model 0 0 0 7 0 0 5 52
Tourist Accommodation Effects of Festivals 0 0 1 5 1 3 15 30
Value at Risk and Expected Shortfall for large portfolios 0 0 0 42 0 2 16 137
Total Journal Articles 0 0 4 1,022 6 18 236 4,172


Statistics updated 2026-09-10