| 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 |