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Publications
Conditional Moments of Noncausal Alpha-Stable Processes and the Prediction of Bubble Crash Odds
Author(s): Sébastien Fries
Published in: Journal of Business & Economic Statistics, 2021, Page(s) 1-21, ISSN 0735-0015
Publisher: American Statistical Association
DOI: 10.1080/07350015.2021.1953508