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Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika; Saikkonen, Pentti - 2008
Persistent link: https://www.econbiz.de/10003818469
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Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models
Meitz, Mika (contributor); Saikkonen, Pentti (contributor) - 2007
Persistent link: https://www.econbiz.de/10003464399
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Stability of nonlinear AR-GARCH models
Meitz, Mika (contributor); Saikkonen, Pentti (contributor) - 2007
Persistent link: https://www.econbiz.de/10003464402