Publications

Author

Title

Year sorteringsordning

Fulltext

Brännäs, Kurt

The number of Shareholders: Time series modelling and some empirical results

2013

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Brännäs, Kurt
De Gooijer, Jan
Lönnbark, Carl; et al.

Simultaneity and asymmetry of returns and volatilities: the emerging Baltic States' stock exchanges
Studies in Nonlinear Dynamics and Econometrics, 16(1)

2012

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Brännäs, Kurt

The asymmetric count data moving average model

2012

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Lönnbark, Carl
Holmberg, Ulf
Brännäs, Kurt

Value at risk for large portfolios
Finance Research Letters, 8(2): 59-68

2011

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Brännäs, Kurt
Soultanaeva, Albina

Influence of news in Moscow and New York on returns and risks on Baltic States' stock markets
Baltic Journal of Economics, 11(1): 109-124

2011

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Brännäs, Kurt
Quoreshi, A M M Shahiduzzaman

Integer-valued moving average modelling of the number of transactions in stocks
Applied Financial Economics, 20(18): 1429-1440

2010

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Brännäs, Kurt
Simonsen, Ola

Discretized time and conditional duration modelling for stock transaction data
Applied Financial Economics, 17: 647-658

2007

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Brännäs, Kurt
Nordström, Jonas

Tourist Accommodation Effects of Festivals
Tourism Economics, 12(2): 291-302

2006

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Brännäs, Kurt
Hellström, Jörgen

Very Small Samples and Additional Non-Sample Information in Forecasting

2006

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Brännäs, Kurt
Nordström, Jonas

An Integer-Valued Time Series Model for Hotels that Accounts for Constrained Capacity
Studies in Nonlinear Dynamics and Econometrics, 8(4): Article 6-

2004

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2014-06-02

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