Frederik Vilandt Rasmussen
PhD fellow
Department of Economics
Øster Farimagsgade 5
1353 København K
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- 2024
- Published
Tail Behavior of ACD Models and Consequences for Likelihood-Based Estimation
Cavaliere, G., Mikosch, Thomas Valentin, Rahbek, Anders & Rasmussen, Frederik Vilandt, 2024, In: Journal of Econometrics. 238, 2, 14 p., 105613.Research output: Contribution to journal › Journal article › Research › peer-review
ID: 201650343
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Tail Behavior of ACD Models and Consequences for Likelihood-Based Estimation
Research output: Contribution to journal › Journal article › Research › peer-review
Published