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A NECESSARY AND SUFFICIENT CONDITION FOR THE STRICT STATIONARITY OF A FAMILY OF GARCH PROCESSES
Meitz, Mika - In: Econometric theory 22 (2006) 5, pp. 985
Persistent link: https://www.econbiz.de/10007292693
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Evaluating Models of Autoregressive Conditional Duration
Meitz, Mika; Teräsvirta, Timo - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 1, pp. 104-124
Persistent link: https://www.econbiz.de/10008222807
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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; Saikkonen, Pentti - In: Econometric theory 24 (2008) 5, pp. 1291-1320
Persistent link: https://www.econbiz.de/10008088973
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PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS
Meitz, Mika; Saikkonen, Pentti - In: Econometric theory 27 (2011) 6, pp. 1236-1279
Persistent link: https://www.econbiz.de/10009804264