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 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


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 0 0 252
A new approach to modelling and forecasting monthly guest nights in hotels 0 0 0 84 0 0 1 222
An Integer-Valued Time Series Model for Hotels that Accounts for Constrained Capacity 0 0 0 77 0 0 0 255
An alternative conditional asymmetry specification for stock returns 0 0 0 24 0 0 0 122
Asymmetric Time Series and Temporal Aggregation 0 0 0 19 0 0 2 119
Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH 0 0 0 143 1 2 4 793
Conditional skewness modelling for stock returns 0 0 0 111 0 1 1 277
Discretized time and conditional duration modelling for stock transaction data 0 0 0 8 0 0 0 52
Estimating the perceived tax scale within a labor supply model 0 0 0 15 0 0 0 141
Estimation in integer‐valued moving average models 0 0 0 4 0 0 0 13
GENERALIZED INTEGER-VALUED AUTOREGRESSION 0 0 0 159 0 1 1 362
Household Work Travel Time 0 0 1 19 0 0 2 127
Influence of news from Moscow and New York on returns and risks of Baltic States’ stock markets 0 0 0 17 0 0 0 97
Integer-valued moving average modelling of the number of transactions in stocks 0 0 0 45 1 1 3 206
Omitted variables in a weibull regression model 0 0 0 19 0 0 0 72
On forecasting of innovations 0 0 0 3 0 0 0 59
Plants' entry and exit in Swedish municipalities 0 0 0 63 0 1 2 298
Prediction and control for a time-series count data model 0 0 0 42 0 0 1 96
Recreation Travel Time Conditional on Labour Supply, Work Travel Time and Income 0 0 0 0 0 0 0 3
Semiparametric estimation of heterogeneous count data models 0 0 0 25 0 1 1 68
Simultaneity and Asymmetry of Returns and Volatilities: The Emerging Baltic States' Stock Exchanges 0 0 0 22 0 0 0 107
Small sample properties in a heterogenous Weibull model 0 0 0 7 0 0 0 45
Tourist Accommodation Effects of Festivals 0 0 1 3 0 0 2 11
Value at Risk and Expected Shortfall for large portfolios 0 0 1 42 0 0 1 120
Total Journal Articles 0 0 3 1,016 2 7 21 3,917


Statistics updated 2025-03-03