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

From MaRDI portal
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)






Cites Work


This page was built for publication: Tail behavior of ACD models and consequences for likelihood-based estimation