Thomas Valentin Mikosch

Thomas Valentin Mikosch

Professor

ORCID: 0000-0003-3091-6661

Publication year:
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  1. 2024
  2. 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: 3696