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 0 132 2 3 12 392
A note on the geometric ergodicity of a nonlinear AR–ARCH model 0 0 1 111 0 0 7 357
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models 0 0 0 156 0 0 4 395
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models 0 0 1 326 0 0 4 1,084
Evaluating models of autoregressive conditional duration 0 0 1 728 1 3 9 1,511
Identification and estimation of non-Gaussian structural vector autoregressions 0 1 2 98 0 1 7 181
Maximum Likelihood Estimation of a Noninvertible ARMA Model with Autoregressive Conditional Heteroskedasticity 1 1 1 62 1 3 8 257
Parameter Estimation in Nonlinear AR-GARCH Models 0 0 0 179 0 1 5 431
Parameter estimation in nonlinear AR-GARCH models 0 0 0 236 0 0 9 649
Parameter estimation in nonlinear AR-GARCH models 0 0 0 47 0 0 6 174
Parameter estimation in nonlinear AR–GARCH models 0 0 0 142 0 0 14 556
Stability of nonlinear AR-GARCH models 0 0 0 193 0 0 7 528
Stability of nonlinear AR-GARCH models 0 0 0 173 0 0 3 409
Stability of nonlinear AR-GARCH models 0 0 0 13 0 1 5 66
Testing for Predictability in a Noninvertible ARMA Model 0 0 1 46 0 1 9 174
Testing for observation-dependent regime switching in mixture autoregressive models 0 0 1 23 0 0 5 19
Testing for predictability in a noninvertible ARMA model 0 0 1 72 0 0 6 137
Total Working Papers 1 2 9 2,737 4 13 120 7,320

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Gaussian Mixture Autoregressive Model for Univariate Time Series 0 0 1 13 0 2 9 49
A NECESSARY AND SUFFICIENT CONDITION FOR THE STRICT STATIONARITY OF A FAMILY OF GARCH PROCESSES 0 0 0 10 0 0 2 68
A note on the geometric ergodicity of a nonlinear AR-ARCH model 0 0 0 13 0 0 2 66
ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS 0 0 0 33 0 0 4 102
Evaluating Models of Autoregressive Conditional Duration 0 0 0 106 0 0 3 238
Gaussian mixture vector autoregression 1 1 7 15 1 5 25 95
Identification and estimation of non-Gaussian structural vector autoregressions 0 0 2 11 1 1 13 79
Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity 0 0 0 12 0 0 7 48
PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS 0 0 1 34 0 0 7 107
Stability of nonlinear AR‐GARCH models 0 0 0 21 0 0 4 98
Testing for Linear and Nonlinear Predictability of Stock Returns 1 1 1 19 3 3 13 76
Total Journal Articles 2 2 12 287 5 11 89 1,026

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2020-07-04