Mika Meitz

Finance · 2006–2015

A researcher in the Science corpus: 5 papers; trusts 25 researchers and is trusted by 11 researchers here, as inferred from the citation graph.

Subfields

• Finance — 45 citations into it; #3,074 of 10,518 by trust here, #4,039 by citations
• Economics and Econometrics — 43 citations into it; #6,683 of 23,481 by trust here, #8,485 by citations
• Statistics and Probability — 25 citations into it; #4,076 of 12,932 by trust here, #4,132 by citations
• Control and Systems Engineering — 7 citations into it

Whom Mika Meitz trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Tim Bollerslev
2. Robert F. Engle
3. S. Ling
4. Paul Doukhan
5. S. Lundbergh
6. Sean P. Meyn
7. Michael Zhang
8. Timo Teräsvirta
9. Luc Bauwens
10. Fabienne Comte

Who trusts Mika Meitz overall

1. Maria Pacurar
2. Marcelo C. Medeiros
3. Annastiina Silvennoinen
4. Álvaro Veiga
5. V. Christou
6. Timo Teräsvirta
7. Jonathan B. Hill
8. Christian Francq
9. Andrew J. Patton
10. Christian M. Hafner

Papers from Mika Meitz's perspective

Ordered by how strongly the researchers Mika Meitz trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. Asymptotic theory for multivariate GARCH processes
3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
4. On a measure of lack of fit in time series models
5. Mixing: Properties and Examples
6. The Impact of Monetary Policy on Asset Prices
7. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
8. The Logarithmic ACD Model: An Application to the Bid-Ask Quote Process of Three NYSE Stocks
9. A nonlinear autoregressive conditional duration model with applications to financial transaction data
10. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH

Their papers

• ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS (2008) — 114 citations
• PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS (2011) — 52 citations
• Identification and estimation of non-Gaussian structural vector autoregressions (2015) — 208 citations
• Stability of nonlinear AR‐GARCH models (2008) — 88 citations
• Evaluating Models of Autoregressive Conditional Duration (2006) — 123 citations