Details about Kurt Brännäs

Access statistics for papers by Kurt Brännäs.

Last updated 2009-06-02. Update your information in the RePEc Author Service.

Short-id: pbr21

Working Papers

2009

1. Value at Risk for Large Portfolios
   Umeå Economic Studies, Umeå University, Department of Economics

2007

2. Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges
   Umeå Economic Studies, Umeå University, Department of Economics

2006

3. Effects of Explanatory Variables in Count Data Moving Average Models
   Umeå Economic Studies, Umeå University, Department of Economics
4. Influence of News in Moscow and New York on Returns and Risks on Baltic State Stock Indices
   Umeå Economic Studies, Umeå University, Department of Economics

2004

5. Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks
   Umeå Economic Studies, Umeå University, Department of Economics View citations

2003

6. Discretized Time and Conditional Duration Modelling for Stock Transaction Data
   Umeå Economic Studies, Umeå University, Department of Economics View citations
7. Temporal Aggregation of the Returns of a Stock Index Series
   Umeå Economic Studies, Umeå University, Department of Economics

2002

8. Conditional Heteroskedasticity in Count Data Regression: Self-Feeding Activity in Fish
   Umeå Economic Studies, Umeå University, Department of Economics
9. Conditional Heteroskedasticity in some Common Count Data Models for Financial Time Series Data
   Umeå Economic Studies, Umeå University, Department of Economics
10. Extreme-Value Characteristics in Daily Time Series of Swedish Stock Returns
    Umeå Economic Studies, Umeå University, Department of Economics
11. Tourist Accommodation Effects of Festivals
    Umeå Economic Studies, Umeå University, Department of Economics

2001

12. An Alternative Conditional Asymmetry Specification for Stock Returns
    Umeå Economic Studies, Umeå University, Department of Economics View citations
    Also in CESifo Working Paper Series, CESifo Group Munich (2001) View citations
    See also Journal Article in Applied Financial Economics (2003)
13. Conditional Skewness Modelling for Stock Returns
    Umeå Economic Studies, Umeå University, Department of Economics
    See also Journal Article in Applied Economics Letters (2003)
14. The Number of Occupied Hotel Rooms: A Time Series Model that Accounts for Constrained Capacity and Prices
    Umeå Economic Studies, Umeå University, Department of Economics

2000

15. A Bivariate Integer Valued Allocation Model for Guest Nights in Hotels and Cottages
    Umeå Economic Studies, Umeå University, Department of Economics
16. ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH
    Umeå Economic Studies, Umeå University, Department of Economics View citations
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2000) View citations
    See also Journal Article in Journal of Forecasting (2004)
17. Estimation in a Duration Model for Evaluating Educational Programs
    Umeå Economic Studies, Umeå University, Department of Economics View citations
    Also in IZA Discussion Papers, Institute for the Study of Labor (IZA) (2000) View citations

1999

18. A New Approach to Modelling and Forecasting Monthly Guest Nights in Hotels
    Umeå Economic Studies, Umeå University, Department of Economics
    See also Journal Article in International Journal of Forecasting (2002)
19. Generalized Integer-Valued Autoregression
    Umeå Economic Studies, Umeå University, Department of Economics View citations
    See also Journal Article in Econometric Reviews (2001)
20. Plants' Entry and Exit in Swedish Municipalities
    Umeå Economic Studies, Umeå University, Department of Economics View citations
    See also Journal Article in The Annals of Regional Science (2001)

1998

21. Estimation in integer - valued moving average models
    Umeå Economic Studies, Umeå University, Department of Economics View citations
22. Forecasting based on Very Small Samples and Additional Non-Sample Information
    Umeå Economic Studies, Umeå University, Department of Economics
23. Forecasting the Size Distribution of Financial Plants in Swedish Municipalities
    Umeå Economic Studies, Umeå University, Department of Economics

1997

24. Endogeneity in a Binomial Model
    Umeå Economic Studies, Umeå University, Department of Economics
25. Generalized Method of Moment and Indirect Estimation of the ARASMA Model
    Umeå Economic Studies, Umeå University, Department of Economics
26. Lest squares estimation of a zero-truncated count data regression model
    Umeå Economic Studies, Umeå University, Department of Economics
27. Testing Linearity against Nonlinear Moving Average Models
    Umeå Economic Studies, Umeå University, Department of Economics
    Also in Working Paper Series in Economics and Finance, Stockholm School of Economics (1996)

1995

28. Asymmetric Cycles and Temporal Aggregation
    Working Papers, Uppsala - Working Paper Series View citations

Journal Articles

2004

1. Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH
   Journal of Forecasting, 2004, 23, (3), 155-171 View citations
   See also Working Paper (2000)

2003

2. An alternative conditional asymmetry specification for stock returns
   Applied Financial Economics, 2003, 13, (7), 537-541 View citations
   See also Working Paper (2001)
3. Conditional skewness modelling for stock returns
   Applied Economics Letters, 2003, 10, (11), 725-728 View citations
   See also Working Paper (2001)

2002

4. A new approach to modelling and forecasting monthly guest nights in hotels
   International Journal of Forecasting, 2002, 18, (1), 19-30 View citations
   See also Working Paper (1999)

2001

5. GENERALIZED INTEGER-VALUED AUTOREGRESSION
   Econometric Reviews, 2001, 20, (4), 425-443 View citations
   See also Working Paper (1999)
6. Plants' entry and exit in Swedish municipalities
   The Annals of Regional Science, 2001, 35, (3), 431-448 View citations
   See also Working Paper (1999)

1998

7. A Household Model for Work Absence
   Applied Economics, 1998, 30, (11), 1493-1503 View citations

1996

8. Estimating the perceived tax scale within a labor supply model
   Economics Letters, 1996, 52, (1), 75-79 View citations
9. Household Work Travel Time
   Regional Studies, 1996, 30, (6), 541-548 View citations
10. The Importance of Locational Choice in an Empirical Labour Supply Model
    Applied Economics, 1996, 28, (5), 521-29 View citations

1995

11. Prediction and control for a time-series count data model
    International Journal of Forecasting, 1995, 11, (2), 263-270

1994

12. Semiparametric estimation of heterogeneous count data models
    European Journal of Operational Research, 1994, 76, (2), 247-258 View citations

1986

13. Small sample properties in a heterogenous Weibull model
    Economics Letters, 1986, 21, (1), 17-20

1984

14. Omitted variables in a weibull regression model
    Economics Letters, 1984, 16, (3-4), 279-283

Editor

1. Umeå Economic Studies
   Umeå University, Department of Economics