This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Kurt Brännäs

Personal Details | Affiliation | Works
This is information that was supplied by Kurt Brännäs in registering through RePEc. If you are Kurt Brännäs , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Kurt
Middle Name:
Last Name: Brännäs
Suffix:

RePEc Short-ID: pbr21

Email:
Homepage: http://www.econ.umu.se
Postal Address: Economics Umea University SE-901 87 Umea Sweden
Phone: +46-90-786 6101

Affiliation

(in no particular order)

Works

| Working papers | Articles | Editor | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Lönnbark, Carl & Holmberg, Ulf & Brännäs, Kurt, 2009. "Value at Risk for Large Portfolios," UmeÃ¥ Economic Studies 769, Umeå University, Department of Economics. [Downloadable!]

  2. Brännäs, Kurt & G De Gooijer, Jan & Lönnbark, Carl & Soultanaeva, Albina, 2007. "Simultaneity and Asymmetry of Returns and Volatilities in the Emerging Baltic State Stock Exchanges," UmeÃ¥ Economic Studies 725, Umeå University, Department of Economics. [Downloadable!]

  3. Brännäs, Kurt & Lönnbark, Carl, 2006. "Effects of Explanatory Variables in Count Data Moving Average Models," UmeÃ¥ Economic Studies 679, Umeå University, Department of Economics. [Downloadable!]

  4. Brännäs, Kurt & Soultanaeva, Albina, 2006. "Influence of News in Moscow and New York on Returns and Risks on Baltic State Stock Indices," UmeÃ¥ Economic Studies 696, Umeå University, Department of Economics. [Downloadable!]

  5. Brännäs, Kurt & Quoreshi, Shahiduzzaman, 2004. "Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks," UmeÃ¥ Economic Studies 637, Umeå University, Department of Economics. [Downloadable!]

  6. Brännäs, Kurt & Simonsen, Ola, 2003. "Discretized Time and Conditional Duration Modelling for Stock Transaction Data," UmeÃ¥ Economic Studies 610, Umeå University, Department of Economics.

  7. Brännäs, Kurt, 2003. "Temporal Aggregation of the Returns of a Stock Index Series," UmeÃ¥ Economic Studies 614, Umeå University, Department of Economics. [Downloadable!]

  8. Brännäs, Kurt & Nordström, Jonas, 2002. "Tourist Accommodation Effects of Festivals," UmeÃ¥ Economic Studies 580, Umeå University, Department of Economics. [Downloadable!]

  9. Brännäs, Kurt & Quoreshi, Shahiduzzaman & Simonsen, Ola, 2002. "Extreme-Value Characteristics in Daily Time Series of Swedish Stock Returns," UmeÃ¥ Economic Studies 597, Umeå University, Department of Economics. [Downloadable!]

  10. Brännäs, Kurt, 2002. "Conditional Heteroskedasticity in some Common Count Data Models for Financial Time Series Data," UmeÃ¥ Economic Studies 592, Umeå University, Department of Economics. [Downloadable!]

  11. Brännäs, Kurt & Brännäs, Eva, 2002. "Conditional Heteroskedasticity in Count Data Regression: Self-Feeding Activity in Fish," UmeÃ¥ Economic Studies 595, Umeå University, Department of Economics. [Downloadable!]

  12. Brännäs, Kurt & Nordman, Niklas, 2001. "An Alternative Conditional Asymmetry Specification for Stock Returns," UmeÃ¥ Economic Studies 556, Umeå University, Department of Economics.
    Other versions:
    Published as:

  13. Brännäs, Kurt & Nordman, Niklas, 2001. "Conditional Skewness Modelling for Stock Returns," UmeÃ¥ Economic Studies 562, Umeå University, Department of Economics.
    Published as:

  14. Brännäs, Kurt & Nordström, Jonas, 2001. "The Number of Occupied Hotel Rooms: A Time Series Model that Accounts for Constrained Capacity and Prices," UmeÃ¥ Economic Studies 559, Umeå University, Department of Economics. [Downloadable!]

  15. Brännäs, Kurt & Nordström, Jonas, 2000. "A Bivariate Integer Valued Allocation Model for Guest Nights in Hotels and Cottages," UmeÃ¥ Economic Studies 547, Umeå University, Department of Economics. [Downloadable!]

  16. Brännäs, Kurt, 2000. "Estimation in a Duration Model for Evaluating Educational Programs," UmeÃ¥ Economic Studies 521, Umeå University, Department of Economics. [Downloadable!]
    Other versions:

  17. Kurt Brännäs & Jan G. de Gooijer, 2000. "Asymmetries in Conditional Mean and Variance: Modelling Stock Returns by asMA-asQGARCH," Tinbergen Institute Discussion Papers 00-049/4, Tinbergen Institute. [Downloadable!]
    Other versions:
    Published as:

  18. Berglund, Elisabet & Brännäs, Kurt, 1999. "Plants' Entry and Exit in Swedish Municipalities," UmeÃ¥ Economic Studies 497, Umeå University, Department of Economics.
    Published as:

  19. Brännäs, Kurt & Hellström, Jörgen & Nordström, Jonas, 1999. "A New Approach to Modelling and Forecasting Monthly Guest Nights in Hotels," UmeÃ¥ Economic Studies 503, Umeå University, Department of Economics.
    Published as:

  20. Brännäs, Kurt & Hellström, Jörgen, 1999. "Generalized Integer-Valued Autoregression," UmeÃ¥ Economic Studies 501, Umeå University, Department of Economics.
    Published as:

  21. Brännäs, Kurt & Hellström, Jörgen, 1998. "Forecasting based on Very Small Samples and Additional Non-Sample Information," UmeÃ¥ Economic Studies 472, Umeå University, Department of Economics. [Downloadable!]

  22. Brännäs, Kurt & Hall, Andreia, 1998. "Estimation in integer - valued moving average models," UmeÃ¥ Economic Studies 477, Umeå University, Department of Economics.

  23. Brännäs, Kurt, 1998. "Forecasting the Size Distribution of Financial Plants in Swedish Municipalities," UmeÃ¥ Economic Studies 478, Umeå University, Department of Economics. [Downloadable!]

  24. Brännäs, Kurt, 1997. "Lest squares estimation of a zero-truncated count data regression model," UmeÃ¥ Economic Studies 451, Umeå University, Department of Economics.

  25. Brännäs, Kurt & Eriksson, Maria, 1997. "Endogeneity in a Binomial Model," UmeÃ¥ Economic Studies 440, Umeå University, Department of Economics. [Downloadable!]

  26. Brännäs, Kurt & de Luna, Xavier, 1997. "Generalized Method of Moment and Indirect Estimation of the ARASMA Model," UmeÃ¥ Economic Studies 436, Umeå University, Department of Economics.

  27. Brännäs, Kurt & Gooijer, Jan G. de & Teräsvirta, Timo, 1996. "Testing Linearity against Nonlinear Moving Average Models," Working Paper Series in Economics and Finance 95, Stockholm School of Economics.
    Other versions:

  28. Brannas, K. & Ohlsson, H., 1995. "Asymmetric Cycles and Temporal Aggregation," Papers 1995-11, Uppsala - Working Paper Series.

Articles

  1. Jan G. De Gooijer & Kurt Brännäs, 2004. "Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(3), pages 155-171. [Downloadable!]
    Other versions:

  2. Kurt Brännäs & Niklas Nordman, 2003. "An alternative conditional asymmetry specification for stock returns," Applied Financial Economics, Taylor and Francis Journals, vol. 13(7), pages 537-541, January. [Downloadable!] (restricted)
    Other versions:

  3. Kurt Brännäs & Niklas Nordman, 2003. "Conditional skewness modelling for stock returns," Applied Economics Letters, Taylor and Francis Journals, vol. 10(11), pages 725-728, September. [Downloadable!] (restricted)
    Other versions:

  4. Brannas, Kurt & Hellstrom, Jorgen & Nordstrom, Jonas, 2002. "A new approach to modelling and forecasting monthly guest nights in hotels," International Journal of Forecasting, Elsevier, vol. 18(1), pages 19-30. [Downloadable!] (restricted)
    Other versions:

  5. Elisabet Berglund & Kurt Brännäs, 2001. "Plants' entry and exit in Swedish municipalities," The Annals of Regional Science, Springer, vol. 35(3), pages 431-448. [Downloadable!] (restricted)
    Other versions:

  6. Kurt Brännäs & Jörgen Hellström, 2001. "Generalized Integer-Valued Autoregression," Econometric Reviews, Taylor and Francis Journals, vol. 20(4), pages 425-443. [Downloadable!] (restricted)
    Other versions:

  7. Johansson, Per & Brannas, Kurt, 1998. "A Household Model for Work Absence," Applied Economics, Taylor and Francis Journals, vol. 30(11), pages 1493-1503, November. [Downloadable!] (restricted)

  8. Aronsson, Thomas & Brannas, Kurt, 1996. "The Importance of Locational Choice in an Empirical Labour Supply Model," Applied Economics, Taylor and Francis Journals, vol. 28(5), pages 521-29, May. [Downloadable!] (restricted)

  9. Brannas, Kurt & Karlsson, Niklas, 1996. "Estimating the perceived tax scale within a labor supply model," Economics Letters, Elsevier, vol. 52(1), pages 75-79, July. [Downloadable!] (restricted)

  10. Thomas Aronsson & Kurt Brännäs, 1996. "Household Work Travel Time," Regional Studies, Taylor and Francis Journals, vol. 30(6), pages 541-548, October. [Downloadable!] (restricted)

  11. Brannas, Kurt, 1995. "Prediction and control for a time-series count data model," International Journal of Forecasting, Elsevier, vol. 11(2), pages 263-270, June. [Downloadable!] (restricted)

  12. Brannas, Kurt & Rosenqvist, Gunnar, 1994. "Semiparametric estimation of heterogeneous count data models," European Journal of Operational Research, Elsevier, vol. 76(2), pages 247-258, July. [Downloadable!] (restricted)

  13. Brannas, Kurt, 1986. "Small sample properties in a heterogenous Weibull model," Economics Letters, Elsevier, vol. 21(1), pages 17-20. [Downloadable!] (restricted)

  14. Brannas, Kurt, 1984. "Omitted variables in a weibull regression model," Economics Letters, Elsevier, vol. 16(3-4), pages 279-283. [Downloadable!] (restricted)

  15. RePEc:bep:sndecm:8:2004:4:1189-1189 is not listed on IDEAS

Editor

  1. Umeå Economic Studies, Umeå University, Department of Economics.

NEP Fields

21 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2002-12-09
  2. NEP-ECM: Econometrics (17) 1998-08-24 1998-10-08 1998-10-08 1999-03-29 1999-04-22 1999-04-22 2000-01-24 2000-02-28 2000-05-22 2000-07-27 2001-06-08 2002-10-08 2002-11-28 2003-05-29 2003-10-05 2004-05-16 2006-04-22 Author is listed
  3. NEP-EDU: Education (2) 2000-01-17 2000-02-14
  4. NEP-ETS: Econometric Time Series (9) 1998-10-08 1998-10-08 1999-04-22 1999-04-22 2000-05-22 2000-07-27 2002-10-08 2004-05-16 2006-04-22 Author is listed
  5. NEP-FIN: Finance (7) 2000-05-22 2000-07-27 2001-06-08 2003-10-05 2004-05-26 2006-04-22 2006-09-30 Author is listed
  6. NEP-FMK: Financial Markets (7) 2000-05-22 2000-07-27 2001-06-08 2002-12-09 2003-10-05 2004-05-26 2006-09-30 Author is listed
  7. NEP-GTH: Game Theory (1) 1998-08-24
  8. NEP-IND: Industrial Organization (1) 1999-04-22
  9. NEP-LAB: Labour Economics (2) 2000-01-24 2000-02-28
  10. NEP-RMG: Risk Management (4) 2003-10-05 2006-09-30 2007-11-24 2009-04-05
  11. NEP-TID: Technology & Industrial Dynamics (1) 1998-10-08
Did you know? There are NEP reports in over 80 fields that deliver new research to your email.

This page was last updated on 2009-11-15.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.