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Kurt Brännäs

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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

Institutionen för Nationalekonomi
Umeå Universitet
Location: Umeå, Sweden
Homepage: http://www.econ.umu.se/
Email:
Phone: 090 - 786 61 42
Fax: 090 - 77 23 02
Postal: 901 87 Umeå
Handle: RePEc:edi:inumuse (more details at EDIRC)

Works

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Working papers

  1. Brännäs, Kurt, 2012. "The Asymmetric Count Data Moving Average Model," UmeÃ¥ Economic Studies 841, Umeå University, Department of Economics.
  2. Lönnbark, Carl & Holmberg, Ulf & Brännäs, Kurt, 2009. "Value at Risk for Large Portfolios," UmeÃ¥ Economic Studies 769, Umeå University, Department of Economics.
  3. 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.
  4. Brännäs, Kurt & Lönnbark, Carl, 2006. "Effects of Explanatory Variables in Count Data Moving Average Models," UmeÃ¥ Economic Studies 679, Umeå University, Department of Economics.
  5. 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.
  6. 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.
  7. Brännäs, Kurt & Simonsen, Ola, 2003. "Discretized Time and Conditional Duration Modelling for Stock Transaction Data," UmeÃ¥ Economic Studies 610, Umeå University, Department of Economics.
  8. Brännäs, Kurt, 2003. "Temporal Aggregation of the Returns of a Stock Index Series," UmeÃ¥ Economic Studies 614, Umeå University, Department of Economics.
  9. Brännäs, Kurt & Nordström, Jonas, 2002. "Tourist Accommodation Effects of Festivals," UmeÃ¥ Economic Studies 580, Umeå University, Department of Economics.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. Brännäs, Kurt & Nordman, Niklas, 2001. "An Alternative Conditional Asymmetry Specification for Stock Returns," UmeÃ¥ Economic Studies 556, Umeå University, Department of Economics.
  15. Brännäs, Kurt & Nordman, Niklas, 2001. "Conditional Skewness Modelling for Stock Returns," UmeÃ¥ Economic Studies 562, Umeå University, Department of Economics.
  16. Brännäs, Kurt, 2000. "Estimation in a Duration Model for Evaluating Educational Programs," UmeÃ¥ Economic Studies 521, Umeå University, Department of Economics.
  17. 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.
  18. 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.
  19. Brännäs, Kurt & de Gooijer, Jan G., 2000. "ASYMMETRIES IN CONDITIONAL MEAN AND VARIANCE: MODELLING STOCK RETURNS BY asMA-asQGARCH," UmeÃ¥ Economic Studies 535, Umeå University, Department of Economics.
  20. Berglund, Elisabet & Brännäs, Kurt, 1999. "Plants' Entry and Exit in Swedish Municipalities," UmeÃ¥ Economic Studies 497, Umeå University, Department of Economics.
  21. Brännäs, Kurt & Hellström, Jörgen, 1999. "Generalized Integer-Valued Autoregression," UmeÃ¥ Economic Studies 501, Umeå University, Department of Economics.
  22. 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.
  23. 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.
  24. Brännäs, Kurt, 1998. "Forecasting the Size Distribution of Financial Plants in Swedish Municipalities," UmeÃ¥ Economic Studies 478, Umeå University, Department of Economics.
  25. Brännäs, Kurt & Hall, Andreia, 1998. "Estimation in integer - valued moving average models," UmeÃ¥ Economic Studies 477, Umeå University, Department of Economics.
  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 & Eriksson, Maria, 1997. "Endogeneity in a Binomial Model," UmeÃ¥ Economic Studies 440, Umeå University, Department of Economics.
  28. Brännäs, Kurt, 1997. "Lest squares estimation of a zero-truncated count data regression model," UmeÃ¥ Economic Studies 451, Umeå University, Department of Economics.
  29. 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.
  30. Brannas, K. & Ohlsson, H., 1995. "Asymmetric Cycles and Temporal Aggregation," Papers 1995-11, Uppsala - Working Paper Series.

Articles

  1. Kurt Brännäs & Jan G. De Gooijer & Carl Lönnbark & Albina Soultanaeva, 2012. "Simultaneity and Asymmetry of Returns and Volatilities: The Emerging Baltic States’ Stock Exchanges," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(1), pages 4.
  2. Kurt Brannas & Albina Soultanaeva, 2011. "Influence of news from Moscow and New York on returns and risks of Baltic States’ stock markets," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 11(1), pages 109-124, July.
  3. Lönnbark, Carl & Holmberg, Ulf & Brännäs, Kurt, 2011. "Value at Risk and Expected Shortfall for large portfolios," Finance Research Letters, Elsevier, vol. 8(2), pages 59-68, June.
  4. Kurt Brannas & A. M. M. Shahiduzzaman Quoreshi, 2010. "Integer-valued moving average modelling of the number of transactions in stocks," Applied Financial Economics, Taylor and Francis Journals, vol. 20(18), pages 1429-1440.
  5. Kurt Brannas & Ola Simonsen, 2007. "Discretized time and conditional duration modelling for stock transaction data," Applied Financial Economics, Taylor and Francis Journals, vol. 17(8), pages 647-658.
  6. Kurt Brannas & Jonas Nordstrom, 2004. "An Integer-Valued Time Series Model for Hotels that Accounts for Constrained Capacity," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(4), pages 6.
  7. 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.
  8. Kurt Brannas & Niklas Nordman, 2003. "Conditional skewness modelling for stock returns," Applied Economics Letters, Taylor and Francis Journals, vol. 10(11), pages 725-728.
  9. Kurt Brannas & Niklas Nordman, 2003. "An alternative conditional asymmetry specification for stock returns," Applied Financial Economics, Taylor and Francis Journals, vol. 13(7), pages 537-541.
  10. 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.
  11. Kurt Brannas & Jorgen Hellstrom, 2001. "Generalized Integer-Valued Autoregression," Econometric Reviews, Taylor and Francis Journals, vol. 20(4), pages 425-443.
  12. Elisabet Berglund & Kurt Brännäs, 2001. "Plants' entry and exit in Swedish municipalities," The Annals of Regional Science, Springer, vol. 35(3), pages 431-448.
  13. Kurt Brännäs & Henry Ohlsson, 1999. "Asymmetric Time Series and Temporal Aggregation," The Review of Economics and Statistics, MIT Press, vol. 81(2), pages 341-344, May.
  14. Per Johansson & Kurt Brafinnafis, 1998. "A household model for work absence," Applied Economics, Taylor and Francis Journals, vol. 30(11), pages 1493-1503.
  15. Thomas Aronsson & Kurt Brannas, 1996. "Household Work Travel Time," Regional Studies, Taylor and Francis Journals, vol. 30(6), pages 541-548.
  16. 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.
  17. 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.
  18. 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.
  19. Kurt Brännäs & Uno Zackrisson, 1992. "On forecasting of innovations," Quality & Quantity: International Journal of Methodology, Springer, vol. 26(1), pages 95-112, February.
  20. Brannas, Kurt, 1986. "Small sample properties in a heterogenous Weibull model," Economics Letters, Elsevier, vol. 21(1), pages 17-20.
  21. Brannas, Kurt, 1984. "Omitted variables in a weibull regression model," Economics Letters, Elsevier, vol. 16(3-4), pages 279-283.

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

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