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 3 8 724
A New Approach to Modelling and Forecasting Monthly Guest Nights in Hotels 0 0 0 155 0 5 12 1,621
ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH 0 0 0 177 0 1 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 50 1 3 5 311
An Alternative Conditional Asymmetry Specification for Stock Returns 0 0 0 63 2 7 19 449
Asymmetric Cycles and Temporal Aggregation 0 0 0 0 0 2 7 221
Asymmetries in Conditional Mean and Variance: Modelling Stock Returns by asMA-asQGARCH 0 0 0 158 1 3 15 608
Conditional Heteroskedasticity in Count Data Regression: Self-Feeding Activity in Fish 0 0 0 153 0 2 6 682
Conditional Heteroskedasticity in some Common Count Data Models for Financial Time Series Data 0 0 0 185 0 1 8 587
Conditional Skewness Modelling for Stock Returns 0 0 0 160 1 6 20 1,240
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 1 3 14 264
Endogeneity in a Binomial Model 0 0 0 359 1 2 8 2,138
Estimation in a Duration Model for Evaluating Educational Programs 0 0 0 147 0 2 4 869
Estimation in a Duration Model for Evaluating Educational Programs 0 0 0 250 0 2 24 1,278
Estimation in integer - valued moving average models 0 0 0 74 0 4 8 1,605
Explaining Cross-Country Variation in Nationalization Frequencies 0 0 0 3 2 4 10 29
Explaining the Termination of Nationalizations in the Late 1970s 0 0 0 3 0 2 12 38
Extreme-Value Characteristics in Daily Time Series of Swedish Stock Returns 0 0 0 211 0 1 5 663
Forecasting based on Very Small Samples and Additional Non-Sample Information 0 0 0 330 1 4 17 1,789
Forecasting the Size Distribution of Financial Plants in Swedish Municipalities 0 0 0 64 0 5 11 825
Generalized Integer-Valued Autoregression 0 0 0 31 0 2 9 949
Generalized Method of Moment and Indirect Estimation of the ARASMA Model 0 0 0 28 0 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 1 6 17 200
Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks 0 0 0 229 1 3 24 848
Lest squares estimation of a zero-truncated count data regression model 0 0 0 11 0 1 2 1,338
Mozambican Monetary Policy and the Yield Curve of Treasury Bills - An Empirical Study 0 1 3 54 0 8 34 147
Nationalizations and Investment Flows: A Panel Study 0 0 0 1 0 2 5 21
Plants' Entry and Exit in Swedish Municipalities 0 0 0 27 0 5 12 840
Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges 0 0 0 53 0 3 10 192
Simultaneity in the Multivariate Count Data Autoregressive Model 0 0 1 49 0 4 17 96
Temporal Aggregation of the Returns of a Stock Index Series 0 0 0 143 1 5 14 368
Testing Linearity against Nonlinear Moving Average Models 0 0 0 21 1 3 7 1,750
Testing Linearity against Nonlinear Moving Average Models 0 0 0 20 0 4 10 1,286
The Asymmetric Count Data Moving Average Model 0 0 0 26 0 2 8 115
The Number of Occupied Hotel Rooms: A Time Series Model that Accounts for Constrained Capacity and Prices 0 0 0 260 1 5 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 1 5 75
Time Series Modelling of Daily Metical/Rand Exchange Rate Returns, 1996-2014 0 0 1 13 1 4 12 90
Tourist Accommodation Effects of Festivals 0 0 0 324 0 4 20 1,206
Value at Risk for Large Portfolios 0 0 0 79 1 4 11 169
Total Working Papers 0 1 6 4,379 17 130 462 30,807


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 1 2 6 258
A new approach to modelling and forecasting monthly guest nights in hotels 1 1 1 85 1 5 10 232
An Integer-Valued Time Series Model for Hotels that Accounts for Constrained Capacity 0 0 0 77 0 2 7 262
An alternative conditional asymmetry specification for stock returns 0 0 0 24 0 1 6 128
Asymmetric Time Series and Temporal Aggregation 0 0 0 19 0 2 7 126
Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH 0 0 0 143 2 4 12 805
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 2 7 11 63
Estimating the perceived tax scale within a labor supply model 0 0 0 15 0 2 10 151
Estimation in integer‐valued moving average models 0 0 0 4 1 4 10 23
GENERALIZED INTEGER-VALUED AUTOREGRESSION 1 1 1 160 2 4 11 374
Household Work Travel Time 0 0 0 19 0 3 9 136
Influence of news from Moscow and New York on returns and risks of Baltic States’ stock markets 0 0 0 17 0 1 10 107
Integer-valued moving average modelling of the number of transactions in stocks 0 0 2 47 0 4 15 221
Omitted variables in a weibull regression model 0 0 0 19 0 2 7 79
On forecasting of innovations 0 0 0 3 0 3 7 66
Plants' entry and exit in Swedish municipalities 0 0 0 63 0 4 14 312
Prediction and control for a time-series count data model 0 0 0 42 0 1 8 104
Recreation Travel Time Conditional on Labour Supply, Work Travel Time and Income 0 0 0 0 1 3 7 10
Semiparametric estimation of heterogeneous count data models 0 0 0 25 0 6 10 78
Simultaneity and Asymmetry of Returns and Volatilities: The Emerging Baltic States' Stock Exchanges 0 0 0 22 1 4 11 118
Small sample properties in a heterogenous Weibull model 0 0 0 7 0 1 7 52
Tourist Accommodation Effects of Festivals 0 1 1 5 0 4 15 27
Value at Risk and Expected Shortfall for large portfolios 0 0 0 42 0 3 14 135
Total Journal Articles 2 3 5 1,022 11 72 234 4,154


Statistics updated 2026-06-04