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 1 1 148 0 2 3 718
A New Approach to Modelling and Forecasting Monthly Guest Nights in Hotels 0 0 0 155 2 4 5 1,613
ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH 0 0 0 177 1 3 3 1,619
Adaptations of Conventional Spatial Econometric Models to Count Data 0 0 0 77 1 2 4 94
An Alternative Conditional Asymmetry Specification for Stock Returns 0 0 0 50 0 1 1 307
An Alternative Conditional Asymmetry Specification for Stock Returns 0 0 0 63 1 1 2 432
Asymmetric Cycles and Temporal Aggregation 0 0 0 0 1 2 9 216
Asymmetries in Conditional Mean and Variance: Modelling Stock Returns by asMA-asQGARCH 0 0 0 158 5 8 9 602
Conditional Heteroskedasticity in Count Data Regression: Self-Feeding Activity in Fish 0 0 0 153 1 1 3 677
Conditional Heteroskedasticity in some Common Count Data Models for Financial Time Series Data 0 0 0 185 2 3 3 582
Conditional Skewness Modelling for Stock Returns 0 0 0 160 1 5 7 1,227
Discretized Time and Conditional Duration Modelling for Stock Transaction Data 0 0 0 94 1 3 3 482
Effects of Explanatory Variables in Count Data Moving Average Models 0 0 0 66 1 7 7 257
Endogeneity in a Binomial Model 0 0 0 359 1 2 2 2,132
Estimation in a Duration Model for Evaluating Educational Programs 0 0 0 250 1 2 4 1,257
Estimation in a Duration Model for Evaluating Educational Programs 0 0 0 147 0 2 3 867
Estimation in integer - valued moving average models 0 0 0 74 1 3 3 1,600
Explaining Cross-Country Variation in Nationalization Frequencies 0 0 0 3 3 4 4 23
Explaining the Termination of Nationalizations in the Late 1970s 0 0 0 3 4 6 8 32
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 3 5 6 1,777
Forecasting the Size Distribution of Financial Plants in Swedish Municipalities 0 0 0 64 1 1 2 816
Generalized Integer-Valued Autoregression 0 0 0 31 1 1 2 941
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 4 5 188
Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks 0 0 1 229 0 3 7 829
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 1 2 53 4 10 16 125
Nationalizations and Investment Flows: A Panel Study 0 0 0 1 0 1 1 17
Plants' Entry and Exit in Swedish Municipalities 0 0 0 27 1 2 2 830
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 1 3 7 85
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 1 1 2 1,278
Testing Linearity against Nonlinear Moving Average Models 0 0 0 21 1 1 1 1,744
The Asymmetric Count Data Moving Average Model 0 0 0 26 2 2 5 111
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 2 3 48
The Number of Traded Shares: A Time Series Modelling Approach 0 0 0 32 1 2 3 72
Time Series Modelling of Daily Metical/Rand Exchange Rate Returns, 1996-2014 0 0 1 13 0 0 6 81
Tourist Accommodation Effects of Festivals 0 0 0 324 2 4 7 1,192
Value at Risk for Large Portfolios 0 0 0 79 2 3 5 162
Total Working Papers 0 2 7 4,378 49 106 166 30,477


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 2 3 3 255
A new approach to modelling and forecasting monthly guest nights in hotels 0 0 0 84 2 2 2 224
An Integer-Valued Time Series Model for Hotels that Accounts for Constrained Capacity 0 0 0 77 1 1 2 257
An alternative conditional asymmetry specification for stock returns 0 0 0 24 0 2 3 125
Asymmetric Time Series and Temporal Aggregation 0 0 0 19 0 2 3 122
Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH 0 0 0 143 2 4 6 797
Conditional skewness modelling for stock returns 0 0 0 111 0 5 7 283
Discretized time and conditional duration modelling for stock transaction data 0 0 0 8 2 3 3 55
Estimating the perceived tax scale within a labor supply model 0 0 0 15 0 2 4 145
Estimation in integer‐valued moving average models 0 0 0 4 1 2 3 16
GENERALIZED INTEGER-VALUED AUTOREGRESSION 0 0 0 159 2 5 6 368
Household Work Travel Time 0 0 0 19 0 2 3 130
Influence of news from Moscow and New York on returns and risks of Baltic States’ stock markets 0 0 0 17 3 3 3 100
Integer-valued moving average modelling of the number of transactions in stocks 0 0 1 46 1 1 5 210
Omitted variables in a weibull regression model 0 0 0 19 1 2 3 75
On forecasting of innovations 0 0 0 3 3 3 4 63
Plants' entry and exit in Swedish municipalities 0 0 0 63 1 5 6 303
Prediction and control for a time-series count data model 0 0 0 42 2 4 4 100
Recreation Travel Time Conditional on Labour Supply, Work Travel Time and Income 0 0 0 0 1 1 2 5
Semiparametric estimation of heterogeneous count data models 0 0 0 25 0 1 1 69
Simultaneity and Asymmetry of Returns and Volatilities: The Emerging Baltic States' Stock Exchanges 0 0 0 22 1 1 1 108
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 1 3 8 19
Value at Risk and Expected Shortfall for large portfolios 0 0 0 42 2 3 4 124
Total Journal Articles 0 0 2 1,018 28 61 89 4,001


Statistics updated 2026-01-09