Access Statistics for Mika Meitz

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A necessary and sufficient condition for the strict stationarity of a family of GARCH processes 0 0 15 110 5 9 38 276
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models 5 13 57 233 16 32 138 693
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models 1 4 21 98 6 9 54 207
Evaluating models of autoregressive conditional duration 4 15 55 625 13 35 110 1,241
Parameter Estimation in Nonlinear AR-GARCH Models 2 7 75 137 7 25 165 235
Parameter estimation in nonlinear AR-GARCH models 2 12 52 67 8 30 144 168
Parameter estimation in nonlinear AR-GARCH models 1 5 17 26 4 14 42 61
Stability of nonlinear AR-GARCH models 5 10 42 159 8 21 90 366
Stability of nonlinear AR-GARCH models 3 11 38 120 5 19 74 214
Stability of nonlinear AR-GARCH models 1 1 3 3 2 2 9 9
Total Working Papers 24 78 375 1,578 74 196 864 3,470


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NECESSARY AND SUFFICIENT CONDITION FOR THE STRICT STATIONARITY OF A FAMILY OF GARCH PROCESSES 0 0 0 1 1 2 8 11
ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS 0 1 10 10 4 7 24 24
Evaluating Models of Autoregressive Conditional Duration 2 3 14 62 5 8 30 125
Stability of nonlinear AR-GARCH models 2 4 6 7 3 6 20 30
Total Journal Articles 4 8 30 80 13 23 82 190


Statistics updated 2009-11-04