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 1 2 4 719
A New Approach to Modelling and Forecasting Monthly Guest Nights in Hotels 0 0 0 155 3 5 8 1,616
ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH 0 0 0 177 2 5 5 1,621
Adaptations of Conventional Spatial Econometric Models to Count Data 0 0 0 77 2 3 6 96
An Alternative Conditional Asymmetry Specification for Stock Returns 0 0 0 63 6 7 8 438
An Alternative Conditional Asymmetry Specification for Stock Returns 0 0 0 50 1 2 2 308
Asymmetric Cycles and Temporal Aggregation 0 0 0 0 3 4 11 219
Asymmetries in Conditional Mean and Variance: Modelling Stock Returns by asMA-asQGARCH 0 0 0 158 2 7 11 604
Conditional Heteroskedasticity in Count Data Regression: Self-Feeding Activity in Fish 0 0 0 153 1 2 4 678
Conditional Heteroskedasticity in some Common Count Data Models for Financial Time Series Data 0 0 0 185 4 6 7 586
Conditional Skewness Modelling for Stock Returns 0 0 0 160 5 9 12 1,232
Discretized Time and Conditional Duration Modelling for Stock Transaction Data 0 0 0 94 1 3 4 483
Effects of Explanatory Variables in Count Data Moving Average Models 0 0 0 66 2 5 9 259
Endogeneity in a Binomial Model 0 0 0 359 3 4 5 2,135
Estimation in a Duration Model for Evaluating Educational Programs 0 0 0 250 10 11 14 1,267
Estimation in a Duration Model for Evaluating Educational Programs 0 0 0 147 0 1 2 867
Estimation in integer - valued moving average models 0 0 0 74 1 2 4 1,601
Explaining Cross-Country Variation in Nationalization Frequencies 0 0 0 3 2 6 6 25
Explaining the Termination of Nationalizations in the Late 1970s 0 0 0 3 4 9 12 36
Extreme-Value Characteristics in Daily Time Series of Swedish Stock Returns 0 0 0 211 3 3 3 661
Forecasting based on Very Small Samples and Additional Non-Sample Information 0 0 0 330 7 11 13 1,784
Forecasting the Size Distribution of Financial Plants in Swedish Municipalities 0 0 0 64 4 5 6 820
Generalized Integer-Valued Autoregression 0 0 0 31 5 6 7 946
Generalized Method of Moment and Indirect Estimation of the ARASMA Model 0 0 0 28 1 1 2 1,890
Influence of News in Moscow and New York on Returns and Risks on Baltic State Stock Indices 0 0 0 38 5 7 10 193
Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks 0 0 1 229 6 9 13 835
Lest squares estimation of a zero-truncated count data regression model 0 0 0 11 1 1 1 1,337
Mozambican Monetary Policy and the Yield Curve of Treasury Bills - An Empirical Study 0 0 2 53 7 13 23 132
Nationalizations and Investment Flows: A Panel Study 0 0 0 1 1 2 2 18
Plants' Entry and Exit in Swedish Municipalities 0 0 0 27 4 6 6 834
Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges 0 0 0 53 6 6 7 189
Simultaneity in the Multivariate Count Data Autoregressive Model 0 0 1 49 7 10 14 92
Temporal Aggregation of the Returns of a Stock Index Series 0 0 0 143 8 8 9 363
Testing Linearity against Nonlinear Moving Average Models 0 0 0 21 3 4 4 1,747
Testing Linearity against Nonlinear Moving Average Models 0 0 0 20 2 3 4 1,280
The Asymmetric Count Data Moving Average Model 0 0 0 26 2 4 7 113
The Number of Occupied Hotel Rooms: A Time Series Model that Accounts for Constrained Capacity and Prices 0 0 0 260 3 3 3 1,026
The Number of Shareholders - Time Series Modelling and Some Empirical Result 0 0 1 13 1 3 4 49
The Number of Traded Shares: A Time Series Modelling Approach 0 0 0 32 2 4 5 74
Time Series Modelling of Daily Metical/Rand Exchange Rate Returns, 1996-2014 0 0 1 13 4 4 10 85
Tourist Accommodation Effects of Festivals 0 0 0 324 9 12 16 1,201
Value at Risk for Large Portfolios 0 0 0 79 1 4 5 163
Total Working Papers 0 0 7 4,378 145 222 308 30,622


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 2 3 255
A new approach to modelling and forecasting monthly guest nights in hotels 0 0 0 84 3 5 5 227
An Integer-Valued Time Series Model for Hotels that Accounts for Constrained Capacity 0 0 0 77 3 4 5 260
An alternative conditional asymmetry specification for stock returns 0 0 0 24 2 3 5 127
Asymmetric Time Series and Temporal Aggregation 0 0 0 19 1 1 4 123
Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH 0 0 0 143 2 5 7 799
Conditional skewness modelling for stock returns 0 0 0 111 3 5 9 286
Discretized time and conditional duration modelling for stock transaction data 0 0 0 8 1 3 4 56
Estimating the perceived tax scale within a labor supply model 0 0 0 15 3 5 7 148
Estimation in integer‐valued moving average models 0 0 0 4 2 3 5 18
GENERALIZED INTEGER-VALUED AUTOREGRESSION 0 0 0 159 2 5 8 370
Household Work Travel Time 0 0 0 19 3 5 6 133
Influence of news from Moscow and New York on returns and risks of Baltic States’ stock markets 0 0 0 17 6 9 9 106
Integer-valued moving average modelling of the number of transactions in stocks 0 0 1 46 6 7 11 216
Omitted variables in a weibull regression model 0 0 0 19 1 2 4 76
On forecasting of innovations 0 0 0 3 0 3 4 63
Plants' entry and exit in Swedish municipalities 0 0 0 63 4 9 9 307
Prediction and control for a time-series count data model 0 0 0 42 3 6 7 103
Recreation Travel Time Conditional on Labour Supply, Work Travel Time and Income 0 0 0 0 2 3 4 7
Semiparametric estimation of heterogeneous count data models 0 0 0 25 2 3 3 71
Simultaneity and Asymmetry of Returns and Volatilities: The Emerging Baltic States' Stock Exchanges 0 0 0 22 5 6 6 113
Small sample properties in a heterogenous Weibull model 0 0 0 7 0 1 3 48
Tourist Accommodation Effects of Festivals 0 0 1 4 3 4 11 22
Value at Risk and Expected Shortfall for large portfolios 0 0 0 42 4 7 8 128
Total Journal Articles 0 0 2 1,018 61 106 147 4,062


Statistics updated 2026-02-12