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Beyond the Mean: Limit Theory and Tests for Infinite-Mean Autoregressive Conditional Durations

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Cavaliere, Giuseppe, Mikosch, Thomas, Rahbek, Anders, Vilandt, Frederik
Formato:	Preprint
Publicado:	2025
Materias:	Econometrics Statistics Theory Statistical Finance
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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