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


Statistics updated 2020-07-04