| 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 |
1 |
1 |
1 |
148 |
1 |
1 |
2 |
717 |
| A New Approach to Modelling and Forecasting Monthly Guest Nights in Hotels |
0 |
0 |
0 |
155 |
2 |
2 |
3 |
1,611 |
| ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH |
0 |
0 |
0 |
177 |
0 |
0 |
0 |
1,616 |
| Adaptations of Conventional Spatial Econometric Models to Count Data |
0 |
0 |
0 |
77 |
1 |
1 |
3 |
93 |
| An Alternative Conditional Asymmetry Specification for Stock Returns |
0 |
0 |
0 |
63 |
0 |
1 |
1 |
431 |
| An Alternative Conditional Asymmetry Specification for Stock Returns |
0 |
0 |
0 |
50 |
0 |
0 |
0 |
306 |
| Asymmetric Cycles and Temporal Aggregation |
0 |
0 |
0 |
0 |
1 |
1 |
8 |
215 |
| Asymmetries in Conditional Mean and Variance: Modelling Stock Returns by asMA-asQGARCH |
0 |
0 |
0 |
158 |
3 |
4 |
4 |
597 |
| Conditional Heteroskedasticity in Count Data Regression: Self-Feeding Activity in Fish |
0 |
0 |
0 |
153 |
0 |
0 |
2 |
676 |
| Conditional Heteroskedasticity in some Common Count Data Models for Financial Time Series Data |
0 |
0 |
0 |
185 |
1 |
1 |
1 |
580 |
| Conditional Skewness Modelling for Stock Returns |
0 |
0 |
0 |
160 |
1 |
2 |
3 |
1,223 |
| Discretized Time and Conditional Duration Modelling for Stock Transaction Data |
0 |
0 |
0 |
94 |
1 |
1 |
1 |
480 |
| Effects of Explanatory Variables in Count Data Moving Average Models |
0 |
0 |
0 |
66 |
4 |
4 |
4 |
254 |
| Endogeneity in a Binomial Model |
0 |
0 |
0 |
359 |
1 |
1 |
1 |
2,131 |
| Estimation in a Duration Model for Evaluating Educational Programs |
0 |
0 |
0 |
250 |
1 |
1 |
3 |
1,256 |
| Estimation in a Duration Model for Evaluating Educational Programs |
0 |
0 |
0 |
147 |
1 |
1 |
2 |
866 |
| Estimation in integer - valued moving average models |
0 |
0 |
0 |
74 |
2 |
2 |
2 |
1,599 |
| 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 |
3 |
27 |
| Extreme-Value Characteristics in Daily Time Series of Swedish Stock Returns |
0 |
0 |
0 |
211 |
0 |
0 |
0 |
658 |
| Forecasting based on Very Small Samples and Additional Non-Sample Information |
0 |
0 |
0 |
330 |
1 |
1 |
2 |
1,773 |
| Forecasting the Size Distribution of Financial Plants in Swedish Municipalities |
0 |
0 |
0 |
64 |
0 |
1 |
1 |
815 |
| Generalized Integer-Valued Autoregression |
0 |
0 |
0 |
31 |
0 |
0 |
1 |
940 |
| Generalized Method of Moment and Indirect Estimation of the ARASMA Model |
0 |
0 |
0 |
28 |
0 |
0 |
1 |
1,889 |
| Influence of News in Moscow and New York on Returns and Risks on Baltic State Stock Indices |
0 |
0 |
0 |
38 |
2 |
2 |
3 |
186 |
| Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks |
0 |
0 |
1 |
229 |
0 |
1 |
4 |
826 |
| 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 |
1 |
2 |
2 |
53 |
4 |
6 |
12 |
119 |
| 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 |
183 |
| Simultaneity in the Multivariate Count Data Autoregressive Model |
0 |
0 |
1 |
49 |
0 |
1 |
4 |
82 |
| Temporal Aggregation of the Returns of a Stock Index Series |
0 |
0 |
0 |
143 |
0 |
0 |
1 |
355 |
| Testing Linearity against Nonlinear Moving Average Models |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
1,277 |
| Testing Linearity against Nonlinear Moving Average Models |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
1,743 |
| The Asymmetric Count Data Moving Average Model |
0 |
0 |
0 |
26 |
0 |
0 |
3 |
109 |
| 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 |
13 |
0 |
0 |
1 |
46 |
| The Number of Traded Shares: A Time Series Modelling Approach |
0 |
0 |
0 |
32 |
0 |
0 |
1 |
70 |
| Time Series Modelling of Daily Metical/Rand Exchange Rate Returns, 1996-2014 |
0 |
1 |
1 |
13 |
0 |
2 |
6 |
81 |
| Tourist Accommodation Effects of Festivals |
0 |
0 |
0 |
324 |
1 |
3 |
4 |
1,189 |
| Value at Risk for Large Portfolios |
0 |
0 |
0 |
79 |
0 |
0 |
2 |
159 |
| Total Working Papers |
2 |
4 |
7 |
4,378 |
29 |
41 |
91 |
30,400 |