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The number of traded shares : a time series modelling approach

Brännäs, Kurt - 2013

Persistent link: https://www.econbiz.de/10009746364

The number of shareholders : time series modelling and some empirical results

Brännäs, Kurt - 2013

Persistent link: https://www.econbiz.de/10009688396

Simultaneity in the multivariate count data autoregressive model

Brännäs, Kurt - 2013

Persistent link: https://www.econbiz.de/10010227357

Adaptations of conventional spatial econometric models to count data

Brännäs, Kurt - 2014

Persistent link: https://www.econbiz.de/10010347058

Temporal aggregation of the returns of a stock index series

Brännäs, Kurt (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001793098

Prediction and control for a time-series count data model

Brännäs, Kurt - In: International journal of forecasting 11 (1995) 2, pp. 263-270

Persistent link: https://www.econbiz.de/10001190023

The asymmetric count data moving average model

Brännäs, Kurt - 2012

Persistent link: https://www.econbiz.de/10009537646

Asymmetries in Conditional Mean and Variance: Modelling Stock Returns by asMA-asQGARCH

Brännäs, Kurt; de Gooijer, Jan G. - 2000

The asymmetric moving average model (asMA) is extended to allow forasymmetric quadratic conditional heteroskedasticity (asQGARCH). Theasymmetric parametrization of the conditional variance encompassesthe quadratic GARCH model of Sentana (1995). We introduce a framework fortesting asymmetries in...

Persistent link: https://www.econbiz.de/10010324389

Estimation and testing in integer-valued AR(1) models

Brännäs, Kurt - 1993

Persistent link: https://www.econbiz.de/10000883935

Prediction and control for a time series count data model

Brännäs, Kurt - 1993

Persistent link: https://www.econbiz.de/10000854992