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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 |
0 |
147 |
1 |
1 |
2 |
716 |
A New Approach to Modelling and Forecasting Monthly Guest Nights in Hotels |
0 |
0 |
0 |
155 |
1 |
1 |
1 |
1,609 |
ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH |
0 |
0 |
0 |
177 |
0 |
0 |
3 |
1,616 |
Adaptations of Conventional Spatial Econometric Models to Count Data |
0 |
0 |
0 |
77 |
1 |
1 |
1 |
91 |
An Alternative Conditional Asymmetry Specification for Stock Returns |
0 |
0 |
0 |
63 |
0 |
0 |
0 |
430 |
An Alternative Conditional Asymmetry Specification for Stock Returns |
0 |
0 |
0 |
50 |
0 |
0 |
1 |
306 |
Asymmetric Cycles and Temporal Aggregation |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
208 |
Asymmetries in Conditional Mean and Variance: Modelling Stock Returns by asMA-asQGARCH |
0 |
0 |
0 |
158 |
0 |
0 |
1 |
593 |
Conditional Heteroskedasticity in Count Data Regression: Self-Feeding Activity in Fish |
0 |
0 |
0 |
153 |
0 |
0 |
0 |
674 |
Conditional Heteroskedasticity in some Common Count Data Models for Financial Time Series Data |
0 |
0 |
0 |
185 |
0 |
0 |
0 |
579 |
Conditional Skewness Modelling for Stock Returns |
0 |
0 |
0 |
160 |
0 |
0 |
1 |
1,220 |
Discretized Time and Conditional Duration Modelling for Stock Transaction Data |
0 |
0 |
0 |
94 |
0 |
0 |
1 |
479 |
Effects of Explanatory Variables in Count Data Moving Average Models |
0 |
0 |
0 |
66 |
0 |
0 |
0 |
250 |
Endogeneity in a Binomial Model |
0 |
0 |
0 |
359 |
0 |
0 |
0 |
2,130 |
Estimation in a Duration Model for Evaluating Educational Programs |
0 |
0 |
0 |
147 |
0 |
1 |
1 |
865 |
Estimation in a Duration Model for Evaluating Educational Programs |
0 |
0 |
0 |
250 |
1 |
1 |
3 |
1,254 |
Estimation in integer - valued moving average models |
0 |
0 |
0 |
74 |
0 |
0 |
1 |
1,597 |
Explaining Cross-Country Variation in Nationalization Frequencies |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
19 |
Explaining the Termination of Nationalizations in the Late 1970s |
0 |
0 |
0 |
3 |
1 |
1 |
2 |
25 |
Extreme-Value Characteristics in Daily Time Series of Swedish Stock Returns |
0 |
0 |
0 |
211 |
0 |
0 |
2 |
658 |
Forecasting based on Very Small Samples and Additional Non-Sample Information |
0 |
0 |
0 |
330 |
1 |
1 |
1 |
1,772 |
Forecasting the Size Distribution of Financial Plants in Swedish Municipalities |
0 |
0 |
0 |
64 |
0 |
0 |
0 |
814 |
Generalized Integer-Valued Autoregression |
0 |
0 |
0 |
31 |
0 |
0 |
4 |
939 |
Generalized Method of Moment and Indirect Estimation of the ARASMA Model |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
1,888 |
Influence of News in Moscow and New York on Returns and Risks on Baltic State Stock Indices |
0 |
0 |
0 |
38 |
0 |
0 |
1 |
183 |
Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks |
0 |
0 |
0 |
228 |
0 |
0 |
3 |
822 |
Lest squares estimation of a zero-truncated count data regression model |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
1,336 |
Mozambican Monetary Policy and the Yield Curve of Treasury Bills - An Empirical Study |
0 |
0 |
4 |
51 |
1 |
2 |
16 |
110 |
Nationalizations and Investment Flows: A Panel Study |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
16 |
Plants' Entry and Exit in Swedish Municipalities |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
828 |
Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges |
0 |
0 |
0 |
53 |
0 |
0 |
1 |
182 |
Simultaneity in the Multivariate Count Data Autoregressive Model |
0 |
0 |
0 |
48 |
1 |
1 |
3 |
79 |
Temporal Aggregation of the Returns of a Stock Index Series |
0 |
0 |
0 |
143 |
0 |
0 |
0 |
354 |
Testing Linearity against Nonlinear Moving Average Models |
0 |
0 |
0 |
21 |
0 |
0 |
1 |
1,743 |
Testing Linearity against Nonlinear Moving Average Models |
0 |
0 |
0 |
20 |
0 |
0 |
5 |
1,276 |
The Asymmetric Count Data Moving Average Model |
0 |
0 |
0 |
26 |
1 |
1 |
1 |
107 |
The Number of Occupied Hotel Rooms: A Time Series Model that Accounts for Constrained Capacity and Prices |
0 |
0 |
0 |
260 |
0 |
0 |
0 |
1,023 |
The Number of Shareholders - Time Series Modelling and Some Empirical Result |
0 |
0 |
1 |
12 |
0 |
0 |
2 |
45 |
The Number of Traded Shares: A Time Series Modelling Approach |
0 |
0 |
0 |
32 |
1 |
1 |
1 |
70 |
Time Series Modelling of Daily Metical/Rand Exchange Rate Returns, 1996-2014 |
0 |
0 |
2 |
12 |
2 |
2 |
4 |
77 |
Tourist Accommodation Effects of Festivals |
0 |
0 |
0 |
324 |
1 |
1 |
1 |
1,186 |
Value at Risk for Large Portfolios |
0 |
0 |
0 |
79 |
0 |
1 |
1 |
158 |
Total Working Papers |
0 |
0 |
7 |
4,371 |
13 |
17 |
66 |
30,327 |