Beyond the mean: limit theory and tests for infinite-mean autoregressive conditional durations
- Journal:
- Journal of the Royal Statistical Society Series B: Statistical Methodology
- Published:
- Affiliations:
- 4
- Authors:
- 4
| Institutions | Authors | Share |
|---|---|---|
| University of Copenhagen (UCPH), Denmark | 0.75 | |
| University of Bologna (UNIBO), Italy | 0.13 | |
| University of Exeter, United Kingdom (UK) | 0.13 |