Kurt Brännäs
Names
| first: |
Kurt |
| last: |
Brännäs |
Identifer
Contact
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Bygränd 5, SE-9342 Obbola, Sweden |
Affiliations
Research profile
author of:
- Influence of news from Moscow and New York on returns and risks of Baltic States’ stock markets (repec:bic:journl:v:11:y:2011:i:1:p:109-124)
by Kurt Brannas & Albina Soultanaeva - Simultaneity and Asymmetry of Returns and Volatilities: The Emerging Baltic States' Stock Exchanges (repec:bpj:sndecm:v:16:y:2012:i:1:n:4)
by Brännäs Kurt & De Gooijer Jan G. & Lönnbark Carl & Soultanaeva Albina - An Integer-Valued Time Series Model for Hotels that Accounts for Constrained Capacity (repec:bpj:sndecm:v:8:y:2004:i:4:n:6)
by Brannas Kurt & Nordstrom Jonas - An Alternative Conditional Asymmetry Specification for Stock Returns (repec:ces:ceswps:_448)
by Kurt Brännäs & Niklas Nordman - Omitted variables in a weibull regression model (repec:eee:ecolet:v:16:y:1984:i:3-4:p:279-283)
by Brannas, Kurt - Small sample properties in a heterogenous Weibull model (repec:eee:ecolet:v:21:y:1986:i:1:p:17-20)
by Brannas, Kurt - Estimating the perceived tax scale within a labor supply model (repec:eee:ecolet:v:52:y:1996:i:1:p:75-79)
by Brannas, Kurt & Karlsson, Niklas - Semiparametric estimation of heterogeneous count data models (repec:eee:ejores:v:76:y:1994:i:2:p:247-258)
by Brannas, Kurt & Rosenqvist, Gunnar - Value at Risk and Expected Shortfall for large portfolios (repec:eee:finlet:v:8:y:2011:i:2:p:59-68)
by Lönnbark, Carl & Holmberg, Ulf & Brännäs, Kurt - Prediction and control for a time-series count data model (repec:eee:intfor:v:11:y:1995:i:2:p:263-270)
by Brannas, Kurt - A new approach to modelling and forecasting monthly guest nights in hotels (repec:eee:intfor:v:18:y:2002:i:1:p:19-30)
by Brannas, Kurt & Hellstrom, Jorgen & Nordstrom, Jonas - Asymmetric Cycles and Temporal Aggregation (repec:fth:uppaal:1995-11)
by Brannas, K. & Ohlsson, H. - Testing Linearity against Nonlinear Moving Average Models (repec:hhs:hastef:0095)
by Brännäs, Kurt & Gooijer, Jan G. de & Teräsvirta, Timo - Explaining the Termination of Nationalizations in the Late 1970s (repec:hhs:iuiwop:0313)
by Andersson, Thomas & Brännäs, Kurt - Explaining Cross-Country Variation in Nationalization Frequencies (repec:hhs:iuiwop:0319)
by Andersson, Thomas & Brännäs, Kurt - Nationalizations and Investment Flows: A Panel Study (repec:hhs:iuiwop:0330)
by Andersson, Thomas & Brännäs, Kurt - Testing Linearity against Nonlinear Moving Average Models (repec:hhs:umnees:0405)
by Brännäs, Kurt & de Gooijer, Jan G. & Teräsvirta, Timo - Generalized Method of Moment and Indirect Estimation of the ARASMA Model (repec:hhs:umnees:0436)
by Brännäs, Kurt & de Luna, Xavier - Endogeneity in a Binomial Model (repec:hhs:umnees:0440)
by Brännäs, Kurt & Eriksson, Maria - Lest squares estimation of a zero-truncated count data regression model (repec:hhs:umnees:0451)
by Brännäs, Kurt - Forecasting based on Very Small Samples and Additional Non-Sample Information (repec:hhs:umnees:0472)
by Brännäs, Kurt & Hellström, Jörgen - Estimation in integer - valued moving average models (repec:hhs:umnees:0477)
by Brännäs, Kurt & Hall, Andreia - Forecasting the Size Distribution of Financial Plants in Swedish Municipalities (repec:hhs:umnees:0478)
by Brännäs, Kurt - Plants' Entry and Exit in Swedish Municipalities (repec:hhs:umnees:0497)
by Berglund, Elisabet & Brännäs, Kurt - Generalized Integer-Valued Autoregression (repec:hhs:umnees:0501)
by Brännäs, Kurt & Hellström, Jörgen - A New Approach to Modelling and Forecasting Monthly Guest Nights in Hotels (repec:hhs:umnees:0503)
by Brännäs, Kurt & Hellström, Jörgen & Nordström, Jonas - Estimation in a Duration Model for Evaluating Educational Programs (repec:hhs:umnees:0521)
by Brännäs, Kurt - ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH (repec:hhs:umnees:0535)
by Brännäs, Kurt & de Gooijer, Jan G. - A Bivariate Integer Valued Allocation Model for Guest Nights in Hotels and Cottages (repec:hhs:umnees:0547)
by Brännäs, Kurt & Nordström, Jonas - An Alternative Conditional Asymmetry Specification for Stock Returns (repec:hhs:umnees:0556)
by Brännäs, Kurt & Nordman, Niklas - The Number of Occupied Hotel Rooms: A Time Series Model that Accounts for Constrained Capacity and Prices (repec:hhs:umnees:0559)
by Brännäs, Kurt & Nordström, Jonas - Conditional Skewness Modelling for Stock Returns (repec:hhs:umnees:0562)
by Brännäs, Kurt & Nordman, Niklas - Tourist Accommodation Effects of Festivals (repec:hhs:umnees:0580)
by Brännäs, Kurt & Nordström, Jonas - Conditional Heteroskedasticity in some Common Count Data Models for Financial Time Series Data (repec:hhs:umnees:0592)
by Brännäs, Kurt - Conditional Heteroskedasticity in Count Data Regression: Self-Feeding Activity in Fish (repec:hhs:umnees:0595)
by Brännäs, Kurt & Brännäs, Eva - Extreme-Value Characteristics in Daily Time Series of Swedish Stock Returns (repec:hhs:umnees:0597)
by Brännäs, Kurt & Quoreshi, Shahiduzzaman & Simonsen, Ola - Discretized Time and Conditional Duration Modelling for Stock Transaction Data (repec:hhs:umnees:0610)
by Brännäs, Kurt & Simonsen, Ola - Temporal Aggregation of the Returns of a Stock Index Series (repec:hhs:umnees:0614)
by Brännäs, Kurt - Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks (repec:hhs:umnees:0637)
by Brännäs, Kurt & Quoreshi, Shahiduzzaman - Effects of Explanatory Variables in Count Data Moving Average Models (repec:hhs:umnees:0679)
by Brännäs, Kurt & Lönnbark, Carl - Influence of News in Moscow and New York on Returns and Risks on Baltic State Stock Indices (repec:hhs:umnees:0696)
by Brännäs, Kurt & Soultanaeva, Albina - Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges (repec:hhs:umnees:0725)
by Brännäs, Kurt & G De Gooijer, Jan & Lönnbark, Carl & Soultanaeva, Albina - Value at Risk for Large Portfolios (repec:hhs:umnees:0769)
by Lönnbark, Carl & Holmberg, Ulf & Brännäs, Kurt - The Asymmetric Count Data Moving Average Model (repec:hhs:umnees:0841)
by Brännäs, Kurt - The Number of Shareholders - Time Series Modelling and Some Empirical Result (repec:hhs:umnees:0855)
by Brännäs, Kurt - The Number of Traded Shares: A Time Series Modelling Approach (repec:hhs:umnees:0860)
by Brännäs, Kurt - Simultaneity in the Multivariate Count Data Autoregressive Model (repec:hhs:umnees:0870)
by Brännäs, Kurt - Adaptations of Conventional Spatial Econometric Models to Count Data (repec:hhs:umnees:0883)
by Brännäs, Kurt - Time Series Modelling of Daily Metical/Rand Exchange Rate Returns, 1996-2014 (repec:hhs:umnees:0909)
by Brännäs, Kurt & Machava, Agostinho - Mozambican Monetary Policy and the Yield Curve of Treasury Bills - An Empirical Study (repec:hhs:umnees:0918)
by Machava, Agostinho & Brännäs, Kurt - Estimation in a Duration Model for Evaluating Educational Programs (repec:iza:izadps:dp103)
by Brännäs, Kurt - Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH (repec:jof:jforec:v:23:y:2004:i:3:p:155-171)
by Jan G. De Gooijer & Kurt Brännäs - Tourist Accommodation Effects of Festivals (repec:sae:toueco:v:12:y:2006:i:2:p:291-302)
by Kurt Brännäs & Jonas Nordström - Recreation Travel Time Conditional on Labour Supply, Work Travel Time and Income (repec:sae:toueco:v:2:y:1996:i:3:p:265-272)
by Tomas Sjögren & Kurt Brännäs - Plants' entry and exit in Swedish municipalities (repec:spr:anresc:v:35:y:2001:i:3:p:431-448)
by Elisabet Berglund & Kurt Brännäs - On forecasting of innovations (repec:spr:qualqt:v:26:y:1992:i:1:p:95-112)
by Kurt Brännäs & Uno Zackrisson - Conditional skewness modelling for stock returns (repec:taf:apeclt:v:10:y:2003:i:11:p:725-728)
by Kurt Brannas & Niklas Nordman - An alternative conditional asymmetry specification for stock returns (repec:taf:apfiec:v:13:y:2003:i:7:p:537-541)
by Kurt Brannas & Niklas Nordman - Discretized time and conditional duration modelling for stock transaction data (repec:taf:apfiec:v:17:y:2007:i:8:p:647-658)
by Kurt Brannas & Ola Simonsen - Integer-valued moving average modelling of the number of transactions in stocks (repec:taf:apfiec:v:20:y:2010:i:18:p:1429-1440)
by Kurt Brannas & A. M. M. Shahiduzzaman Quoreshi - A household model for work absence (repec:taf:applec:v:30:y:1998:i:11:p:1493-1503)
by Per Johansson & Kurt Brafinnafis - Generalized Integer-Valued Autoregression (repec:taf:emetrv:v:20:y:2001:i:4:p:425-443)
by Kurt Brannas & Jorgen Hellstrom - Household Work Travel Time (repec:taf:regstd:v:30:y:1996:i:6:p:541-548)
by Thomas Aronsson & Kurt Brannas - Asymmetries in Conditional Mean and Variance: Modelling Stock Returns by asMA-asQGARCH (repec:tin:wpaper:20000049)
by Kurt Brännäs & Jan G. de Gooijer - Asymmetric Time Series and Temporal Aggregation (repec:tpr:restat:v:81:y:1999:i:2:p:341-344)
by Kurt Brännäs & Henry Ohlsson - Estimation in integer‐valued moving average models (repec:wly:apsmbi:v:17:y:2001:i:3:p:277-291)
by Kurt Brännäs & Andreia Hall