Similar Search Results

Narrow search

An alternative conditional asymmetry specification for stock returns

Brännäs, Kurt; Nordman, Niklas - In: Applied financial economics 13 (2003) 7, pp. 537-541

Persistent link: https://www.econbiz.de/10001770785

Influence of news from Moscow and New York on returns and risks of Baltic States' stock markets

Brännäs, Kurt; Saultanaeva, Albina - In: Baltic journal of economics 11 (2011) 1, pp. 109-124

Persistent link: https://www.econbiz.de/10009261174

Simultaneity and asymmetry of returns and volatilities : the emerging Baltic States’ stock exchanges

Brännäs, Kurt; Gooijer, Jan G. de; Lönnbark, Carl; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 16 (2012) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10009521663

Influence of news in Mosco and New York on returns and risks on Baltic state stock indices

Brännäs, Kurt (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003370310

Discretized time and conditional duration modelling for stock transaction data

Brännäs, Kurt; Simonsen, Ola - In: Applied financial economics 17 (2007) 7/9, pp. 647-658

Persistent link: https://www.econbiz.de/10003491211

Effects of explanatory variables in count data moving average models

Brännäs, Kurt (contributor); Lönnbark, Carl (contributor) - 2006

Persistent link: https://www.econbiz.de/10003305265

An alternative conditional asymmetry specification for stock returns

Brännäs, Kurt; Nordman, Niklas - 2001

The paper advances the log-generalized gamma distribution as a suitable generator of conditional skewness. Based on the NYSE composite daily returns an asMA-asQGARCH model along with skewness dynamics is estimated. The results indicate a skewness that varies between sizeable negative skewness...

Persistent link: https://www.econbiz.de/10011398115

An alternative conditional asymmetry specification for stock returns

Brännäs, Kurt - 2001

Persistent link: https://www.econbiz.de/10014460986