Tail behavior of ACD models and consequences for likelihood-based estimation

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Publication:6193064

DOI10.1016/j.jeconom.2023.105613MaRDI QIDQ6193064

Anders Rahbek, Thomas Mikosch, Frederik Vilandt, Giuseppe Cavaliere

Publication date: 13 February 2024

Published in: Journal of Econometrics (Search for Journal in Brave)






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