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Brannas, Kurt's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,556 |
Total
Citations
10 |
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1.
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Brannas, Kurt
University of Umea - Department of Economics Nordstrom, Jonas
University of Umea - Department of Economics
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268
(54,780)
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Binomial, autoregression, estimation, demand analysis, rationed, price effect
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2.
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Brannas, Kurt
University of Umea - Department of Economics Nordstrom, Jonas
University of Umea - Department of Economics
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257
(57,376)
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Binomial, autoregression, estimation, demand analysis, festivals, rationed
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3.
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Brannas, Kurt
University of Umea - Department of Economics De Gooijer, Jan G.
University of Amsterdam - Department of Quantitative Economics (KE)
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207
(72,174)
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4
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Time series, finance, nonlinearity, estimation, testing, forecasting, NYSE
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4.
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Brannas, Kurt
University of Umea - Department of Economics Quoreshi, Shahiduzzaman
Tillväxtanalys (Swedish Agency for Growth Policy Analysis) Simonsen, Ola
Nasdaq Economic Research
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147
(99,603)
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Value-at-Risk, minimum/maximum return, crossing
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5.
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Brannas, Kurt
University of Umea - Department of Economics Nordstrom, Jonas
University of Umea - Department of Economics
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140
(103,842)
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Integer-valued time series, demand analysis, tourism, accomodation, hotel, cottage
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6.
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Brannas, Kurt
University of Umea - Department of Economics
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129
(111,253)
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2
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7.
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Brannas, Kurt
University of Umea - Department of Economics
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112
(124,482)
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Conditional variance, time series, finance, traded stocks, Poisson
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8.
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Brannas, Kurt
University of Umea - Department of Economics Quoreshi, Shahiduzzaman
Tillväxtanalys (Swedish Agency for Growth Policy Analysis)
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99
(136,077)
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3
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Count data, intra-day, high frequency, time series, estimation, finance
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9.
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Brannas, Kurt
University of Umea - Department of Economics
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73
(165,144)
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Asymmetric moving average, QGARCH, estimation, kurtosis, Pearson IV, NYSE
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10.
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Brannas, Kurt
University of Umea - Department of Economics Simonsen, Ola
Nasdaq Economic Research
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59
(185,236)
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1
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Grouped data, Maximum likelihood, EM-algorithm, Estimation, Finance, News
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11.
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Brannas, Kurt
University of Umea - Department of Economics Soultanaeva, Albina
University of Umea - Department of Economics
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49
(202,114)
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Estonia, Latvia, Lithuania, Time series, Estimation, Finance
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12.
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Brannas, Kurt
University of Umea - Department of Economics Lönnbark, Carl
Swedbank
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13 Dec 08
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Last Revised:
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19 Oct 09
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16
(289,271)
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INMA model, Marginal effect, Intra-day, Financial data
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13.
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Brannas, Kurt
University of Umea - Department of Economics De Gooijer, Jan G.
University of Amsterdam - Department of Quantitative Economics (KE) Lönnbark, Carl
Swedbank Soultanaeva, Albina
University of Umea - Department of Economics
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Time series, nonlinear, multivariate, finance, value at risk, portfolio allocation
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14.
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Lönnbark, Carl
Swedbank Holmberg, Ulf E.
University of Umea - Department of Economics Brannas, Kurt
University of Umea - Department of Economics
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18 Oct 09
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Last Revised:
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19 Mar 12
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Demand, Supply, Liquidity Risk, Limit Order Book, Bank, Sweden
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15.
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Brannas, Kurt
University of Umea - Department of Economics Nordman, Niklas
University of Umea
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Time series, nonlinearity, Pearson IV, log-generalized gamma, NYSE
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16.
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Brannas, Kurt
University of Umea - Department of Economics Nordman, Niklas
University of Umea
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Time Series, Finance, Nonlinearity, Skewness, Gamma, Estimation, NYSE
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17.
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Brannas, Kurt
University of Umea - Department of Economics Berglund, Elisabet
University of Umea - Department of Economics
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Industrial sector, Integer-Valued Autoregression, panel data, GMM estimation
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18.
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Brannas, Kurt
University of Umea - Department of Economics De Gooijer, Jan G.
University of Amsterdam - Department of Quantitative Economics (KE) Teräsvirta, Timo
Stockholm School of Economics - Department of Economics
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