Frederik Vilandt

2 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-1721-5759

Department of Economics, University of Copenhagen , Copenhagen , Denmark

Publications

• Beyond the mean: limit theory and tests for infinite-mean autoregressive conditional durations — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2026 (name-matched, not ORCID-linked)
• A Comment on:“Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data” — Econometrica 2025