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Mika Meitz

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Personal Details

First Name:Mika
Middle Name:
Last Name:Meitz
Suffix:
RePEc Short-ID:pme81
Email:
Homepage:http://blogs.helsinki.fi/meitz/
Postal Address:Department of Political and Economic Studies, Economics, P. O. Box 17 (Arkadiankatu 7), FIN-00014 University of Helsinki, Finland
Phone:
Location: Helsinki, Finland
Homepage: http://www.helsinki.fi/politiikkajatalous/
Email:
Phone: +358 9 191 8897
Fax: +358 9 191 8877
Postal: P.O. Box 54 (Unioninkatu 37), FIN-00014 University of Helsinki
Handle: RePEc:edi:valhefi (more details at EDIRC)
Location: Helsinki, Finland
Homepage: http://www.hecer.fi/
Email:
Phone:
Fax: +358-9-191 28781
Postal: HECER, P.O. Box 17 (Arkadiankatu 7), FI-00014 UNIVERSITY OF HELSINKI
Handle: RePEc:edi:hecerfi (more details at EDIRC)
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  1. Lanne, Markku & Meitz, Mika & Saikkonen, Pentti, 2012. "Testing for predictability in a noninvertible ARMA model," MPRA Paper 37151, University Library of Munich, Germany.
  2. Mika Meitz & Pentti Saikkonen, 2012. "Maximum Likelihood Estimation of a Noninvertible ARMA Model with Autoregressive Conditional Heteroskedasticity," Koç University-TUSIAD Economic Research Forum Working Papers 1226, Koc University-TUSIAD Economic Research Forum.
  3. Mika Meitz & Pentti Saikkonen, 2010. "A note on the geometric ergodicity of a nonlinear AR–ARCH model," Koç University-TUSIAD Economic Research Forum Working Papers 1003, Koc University-TUSIAD Economic Research Forum.
  4. Mika Meitz & Pentti Saikkonen, 2008. "Parameter estimation in nonlinear AR-GARCH models," Economics Series Working Papers 396, University of Oxford, Department of Economics.
  5. Meitz, Mika & Saikkonen, Pentti, 2006. "Stability of nonlinear AR-GARCH models," SSE/EFI Working Paper Series in Economics and Finance 632, Stockholm School of Economics.
  6. Meitz, Mika, 2005. "A necessary and sufficient condition for the strict stationarity of a family of GARCH processes," SSE/EFI Working Paper Series in Economics and Finance 601, Stockholm School of Economics.
  7. Meitz, Mika & Saikkonen, Pentti, 2004. "Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models," SSE/EFI Working Paper Series in Economics and Finance 573, Stockholm School of Economics, revised 20 Apr 2007.
  8. Meitz, Mika & Teräsvirta, Timo, 2004. "Evaluating models of autoregressive conditional duration," SSE/EFI Working Paper Series in Economics and Finance 557, Stockholm School of Economics, revised 13 Dec 2004.
  1. Meitz, Mika & Saikkonen, Pentti, 2013. "Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity," Journal of Multivariate Analysis, Elsevier, vol. 114(C), pages 227-255.
  2. Markku Lanne & Mika Meitz & Pentti Saikkonen, 2013. "Testing for Linear and Nonlinear Predictability of Stock Returns," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 11(4), pages 682-705, September.
  3. Meitz, Mika & Saikkonen, Pentti, 2011. "Parameter Estimation In Nonlinear Ar–Garch Models," Econometric Theory, Cambridge University Press, vol. 27(06), pages 1236-1278, December.
  4. Meitz, Mika & Saikkonen, Pentti, 2010. "A note on the geometric ergodicity of a nonlinear AR-ARCH model," Statistics & Probability Letters, Elsevier, vol. 80(7-8), pages 631-638, April.
  5. Mika Meitz & Pentti Saikkonen, 2008. "Stability of nonlinear AR-GARCH models," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(3), pages 453-475, 05.
  6. Meitz, Mika & Saikkonen, Pentti, 2008. "Ergodicity, Mixing, And Existence Of Moments Of A Class Of Markov Models With Applications To Garch And Acd Models," Econometric Theory, Cambridge University Press, vol. 24(05), pages 1291-1320, October.
  7. Meitz, Mika, 2006. "A Necessary And Sufficient Condition For The Strict Stationarity Of A Family Of Garch Processes," Econometric Theory, Cambridge University Press, vol. 22(05), pages 985-988, October.
  8. Meitz, Mika & Terasvirta, Timo, 2006. "Evaluating Models of Autoregressive Conditional Duration," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 104-124, January.
  1. Haldrup, Niels & Meitz, Mika & Saikkonen, Pentti (ed.), 2014. "Essays in Nonlinear Time Series Econometrics," OUP Catalogue, Oxford University Press, number 9780199679959, March.
14 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (11) 2004-03-14 2004-12-20 2005-09-11 2006-09-11 2007-05-19 2007-05-19 2008-06-13 2010-01-30 2010-01-30 2012-03-14 2012-09-30. Author is listed
  2. NEP-ETS: Econometric Time Series (14) 2004-03-14 2004-12-20 2005-09-11 2006-09-11 2007-05-19 2007-05-19 2008-06-13 2008-06-13 2008-06-27 2010-01-30 2010-01-30 2012-03-14 2012-09-30 2012-09-30. Author is listed
  3. NEP-FIN: Finance (3) 2004-03-14 2004-12-20 2004-12-22
  4. NEP-FOR: Forecasting (2) 2012-03-14 2012-09-30
  5. NEP-ICT: Information & Communication Technologies (2) 2006-09-11 2007-05-19
  6. NEP-ORE: Operations Research (5) 2008-06-13 2008-06-13 2008-06-27 2010-01-30 2010-01-30. Author is listed
  7. NEP-RMG: Risk Management (1) 2004-03-14

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