1

Evaluating Models of Autoregressive Conditional Duration

Meitz, Mika, Teräsvirta, Timo
Journal:
Journal of Business and Economic Statistics
Year:
2006
Language:
english
File:
PDF, 464 KB
english, 2006
3

Evaluating Models of Autoregressive Conditional Duration

Mika Meitz and Timo Teräsvirta
Journal:
Journal of Business and Economic Statistics
Year:
2006
Language:
english
File:
PDF, 2.25 MB
english, 2006
5

A note on the geometric ergodicity of a nonlinear AR-ARCH model

Mika Meitz, Pentti Saikkonen
Journal:
Statistics & Probability Letters
Year:
2010
Language:
english
File:
PDF, 582 KB
english, 2010
6

Stability of nonlinear AR-GARCH models

Mika Meitz, Pentti Saikkonen
Journal:
Journal of Time Series Analysis
Year:
2008
Language:
english
File:
PDF, 224 KB
english, 2008
9

PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS

Meitz, Mika, Saikkonen, Pentti
Journal:
Econometric Theory
Year:
2011
Language:
english
File:
PDF, 307 KB
english, 2011
11

A NECESSARY AND SUFFICIENT CONDITION FOR THE STRICT STATIONARITY OF A FAMILY OF GARCH PROCESSES

Meitz, Mika
Journal:
Econometric Theory
Year:
2006
Language:
english
File:
PDF, 59 KB
english, 2006
12

Gaussian mixture vector autoregression

Kalliovirta, Leena, Meitz, Mika, Saikkonen, Pentti
Journal:
Journal of Econometrics
Year:
2016
Language:
english
File:
PDF, 610 KB
english, 2016
14

A Necessary and Sufficient Condition for the Strict Stationarity of a Family of GARCH Processes

Mika Meitz
Journal:
Econometric Theory
Year:
2006
Language:
english
File:
PDF, 479 KB
english, 2006
15

Parameter Estimation in Nonlinear AR-GARCH Models

Meitz, Mika, Saikkonen, Pentti
Journal:
SSRN Electronic Journal
Year:
2008
Language:
english
File:
PDF, 522 KB
english, 2008